Senior Risk & Compliance - FRTB

“Capco, a Wipro company, is a global technology and management consulting firm. Awarded with Consultancy of the year in the  British Bank Award and has been ranked Top 100 Best Companies for Women in India 2022 by Avtar & Seramount. With our presence across 32 cities across globe, we support 100+ clients across banking, financial and Energy sectors. We are recognized for our deep transformation execution and delivery. 

Innovative thinking, delivery excellence and thought leadership to help our clients transform their business. Together with our clients and industry partners, we deliver disruptive work that is changing energy and financial services.

Capco has a tolerant, open culture that values diversity, inclusivity, and creativity.

With no forced hierarchy at Capco, everyone has the opportunity to grow as we grow, taking their career into their own hands.

We believe that diversity of people and perspective gives us a competitive advantage.

Position Overview In depth knowledge with FRTB SA and SA-CVA rules for the US.

Previous experience of implementing both either as a developer or as a reviewer of FRTB-SA or SA-CVA even if in other Jurisdictions highly preferred.

Coding skills (python / python notebook) to do independent implementation is a must.

Lead business requirement gathering session and document requirements to create business requirement specification document.

Act as a bridge between the business and technology teams.

Define testing objectives and liaise with testing teams Work in ‘on-shore’ and ‘off-shore’ mode.

Trade Lifecycle.

Good understanding of financial products.

Domain and Business Knowledge:

Process change experience – Agile methodology (Mandatory) and tools Domain experience across key business areas – Trade Life cycle, SDLC, Trade Processing, Regulatory Reporting, Collateral Management, Derivatives Operations – at least one Critical thinking and ability to anticipate issues & plan stakeholder elicitation sessions Related industry & product knowledge.

Other Skills:

Communication, Data Analysis, Presentation, Process Development, MS Office .Mastery, Issue Based Problem Solving, Root Cause Analysis, Business Case, Estimation, Scoping