Finance, Risk & Compliance

Overview

Financial risk transformation role within Capco's Financial Crime, Risk, Regulation and Finance (FRRF) capability, focused on regulatory capital and Credit RWA models and tools, with emphasis on Basel III Endgame implementation.

What you'll do

• Conduct independent review and validation of regulatory capital, Credit RWA, and Basel III Endgame models and tools, including methodologies supporting SA-CCR, securitization, IMM, CVA, and standardized or IRB calculations.
• Assess model implementation and technology controls, including Python, SQL, R, Alteryx, Excel VBA, data lineage, reconciliation, data-quality validation, and UAT review activities.
• Review regulatory capital rule interpretation and model alignment with Basel III / Basel III Endgame, CRR / PRA requirements, SA-CCR, FRTB, CCAR, ICAAP, IFRS 9 / CECL, and related regulatory expectations.
• Advise on risk frameworks and controls, and deliver transformation across the Risk functions of clients, in support of their Chief Risk Officers (CRO).
• Implement regulatory changes (e.g. Basel, IFRS9, BCBS-239, FRTB), deliver data to support IRB and VaR modelling, and automate risk controls, control gap assessment and control implementation.
• Carry out risk assessments, Target Operating Model design and implementation, risk rating methodologies and models, gap analysis, and data and reporting gap analysis.
• Identify and implement technology and data solutions to support credit, market, liquidity, and capital risk management processes.
• Communicate risk policies and processes for an organisation, develop risk models involving market, credit, liquidity, capital and/or operational risk, ensure controls are operating effectively, and provide research and analytical support.
• Support client account planning, business development and relationship building / networking within the FRRF capability and Capco Domains, including contributions to Capco's Risk Management thought leadership and client campaigns.
• Support clients in achieving compliance with regulatory obligations, including remediation and response to regulatory reviews.
• Design solutions, deliver on client assignments and own delivery of projects.
• Ensure management information is provided to, and easily understood by, programme leads, senior management and client committees.
• Define and manage monitoring processes for financial risks.
• Build assurance and control capabilities in line with regulatory expectations and risk appetite.

What you'll need

• Good knowledge of regulatory requirements around Basel, FRTB, IFRS9, BCBS-239 etc. with specific focus on credit, market, liquidity and capital risks.
• Experience analysing, defining solutions and implementing regulatory change, including remediation of gaps.
• Ability to evaluate the client's current risk management processes (e.g. analyse potential impacts of key current and emerging risks, trends, reports, statistics, and relevant documentation).
• Define and implement risk management process improvements and track benefit realisation.
• Experience analysing controls and conducting structured control testing, including design of control frameworks for financial risk management.
• Facilitate risk conversations between different departments within organisations (e.g. client-facing businesses, credit risk, operational risk, legal, IT, finance, and operations teams).
• Strong change management experience and prior success, either as a management consultant or within a change role in a financial services institution.
• Strong quantitative, regulatory capital, and programming skills.
• Ability to challenge methodologies and communicate findings clearly to technical and senior stakeholders.
• Self-starter and strong team player.
• Strong interpersonal and written communication skills.
• Strong problem-solving skills and an analytical mind-set.
• Demonstrable expertise in building and leveraging relationships.
• Ability to face off to key stakeholders with strong credibility and present to a wide range of stakeholders from AVP to senior MDs.

Nice to have

• For senior level candidates: mentor and coach other members of the team.
• For senior level candidates: solution development, showing a clear ability as a Subject Matter Expert (SME) to enhance existing propositions and develop new ones.
• For senior level candidates: people management, building a team of consultants with the right mix of grades, skills and experience.
• For senior level candidates: develop, drive and convert a pipeline of opportunities and lead on RFP responses.
• For senior level candidates: strong bid management abilities, with a proven ability to mentor and train Consultants.
• For senior level candidates: drive thought leadership and client campaigns and build and maintain strong client relationships within the sector.

Details

• Location: Mumbai, India.
• Balance client delivery with supporting development of new client opportunities, market propositions and sales activities.