Finance, Risk & Compliance

Capco is a global business, data and technology consultancy focused on the Financial Services sector. The role is for financial risk transformation candidates joining the growing Financial Crime, Risk, Regulation and Finance (FRRF) capability, involved in regulatory capital and Credit RWA models and tools, with emphasis on Basel III Endgame implementation, RWA calculations, and related model risk management activities.

Responsibilities

Conduct independent review and validation of regulatory capital, Credit RWA, and Basel III Endgame models and tools; 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; Advise on risk frameworks and controls and deliver transformation across the Risk functions of clients in support of their Chief Risk Officers; Implement regulatory changes and automate risk controls, control gap assessment and control implementation; Support solution delivery to improve risk management practices and control frameworks; 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 within the FRRF capability; 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

Requirements

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; 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; 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; Self-starter and strong team player; Strong interpersonal & 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; Ability to present to a wide range of stakeholders from AVP to senior MDs

Benefits

Ongoing learning opportunities; Flat, non-hierarchical structure; Enhanced and competitive family friendly benefits, including maternity / adoption / shared parental leave; Paid leave for sickness, pregnancy loss, fertility treatment, menopause, and bereavement