Senior Risk & Compliance - FRTB
Capco · Mumbai, India
About the role
Financial risk transformation role involving regulatory capital and Credit RWA models, with emphasis on Basel III Endgame implementation and model risk management. Requires quantitative, regulatory capital, and programming skills to review and validate models.
What you'll do
- Conduct independent review and validation of regulatory capital and Credit RWA models
- Assess model implementation and technology controls
- Review regulatory capital rule interpretation and model alignment
- Advise on risk frameworks and controls
- Deliver transformation across Risk functions
What they're looking for
- Strong quantitative and regulatory capital knowledge
- Programming skills (Python, SQL, R, Alteryx, Excel VBA)
- Experience with Basel III / Basel III Endgame, CRR / PRA, SA-CCR, FRTB, CCAR, ICAAP, IFRS 9 / CECL
- Ability to challenge methodologies and communicate findings
- Experience with data lineage, reconciliation, data-quality validation, and UAT
Key details
- Company
- Capco
- Location
- Mumbai, India
- Work mode
- On-site
- Seniority
- Senior
- Role category
- Finance
- Posted
- 20 Oct 2026
- Source
- job-boards.greenhouse.io