Senior Risk & Compliance - FRTB

Capco; Mumbai; On-site; INR 1,200,000 - 2,400,000; Full time

Job summary

Capco, a Wipro company, seeks a skilled professional with in-depth FRTB SA and SA-CVA knowledge for US rules. You will lead requirements gathering and document BRDs, bridging business and technology teams. Proficiency in Python and notebooks is required to implement solutions independently.

Opportunity to work across on-shore and off-shore delivery models on trade lifecycle projects within the financial services domain.

Qualifications

• In-depth knowledge of FRTB SA and SA-CVA rules (US)
• Lead/participate in requirement gathering and BRD documentation
• Strong Python programming and Jupyter Notebook capabilities for independent implementation
• Bridge between business and technology teams

Responsibilities

• Participate in and lead requirement gathering sessions
• Document business requirements and translate to BRD/functional specs
• Collaborate with business and technology teams across on-shore/off-shore delivery
• Support testing objectives and coordinate with testing teams
• Understand Trade Lifecycle and related regulatory reporting processes

Job description

“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 acrossbanking, financial and Energy sectors. We are recognized for our deep transformation execution and delivery.

WHY JOIN CAPCO?

You will work on engaging projects with the largest international and local banks, insurance companies, payment service providers and other key players in the industry. The projects that will transform the financial services industry.

MAKE AN IMPACT

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.

#BEYOURSELFATWORK

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

CAREER ADVANCEMENT

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

DIVERSITY & INCLUSION

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

MAKE AN IMPACT

Job Description -

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