Counterparty Credit Risk

Job Title: Counterparty Credit Risk

About Us 

“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. 

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.  Role Description

• Role description:
•  The person is expected to play a BA role for the Counterparty Credit Risk (CCR) Change projects and work with local and regional stakeholders to manage the book of work to be delivered.
•  Understand the Nomura CCR projects and the overall programme and build the knowledge of systems and processes to deliver the project book of work.
•  Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Work Flow Diagrams etc.)
•  Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)
•  Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program.
•  Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program business processes.
•  Must have the ability to work with a team and train people on various subjects, structure the project governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project.
•  Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trends, recommends adjustments that address or capitalize on these changes.)
• *** Skills, experience, qualifications and knowledge required:**
•  Good practical experience in Counterparty Credit Risk Management, covering projects in areas like
• Exposure calculation – PE, EEPE, EE etc., PD/LGD calculation, and regulatory capital for Credit Risk.
•  Familiarity with Basel norms on computation of capital for Credit Risky assets across various asset
• classes and product types.
•  Sound understanding of financial products and risk methodology across all asset classes.
•  Ability to operate in both agile and waterfall style project methodologies and have an understanding of deliverables required for each methodology
•  Attention to detail and high quality standards of documentation, processes and control environment
•  Experience in the full E2E systems delivery lifecycle (SDLC)
•  Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio
•  Proficiency in data analysis, virtualization and BI solutions – SQL, Python, Denodo, Dremio, PowerBI,
• Alteryx, Tableau etc.
•  Excellent Communication, Organization and Documentation Skills
•  Flexibility (Openness to Change) – Adapts effectively to changing plans, domains and priorities; Is open and flexible when faced with changing project constraints
•  Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse circumstances
• Rigorous follow ups through on all commitments to achieve results
• Excellent and demonstrable understanding of “best practice” approaches to functional testing especially

*** User Acceptance Testing.**

•  Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating model changes.