We are looking to recruit financial risk transformation candidates into our growing Financial Crime, Risk, Regulation and Finance (FRRF) capability.

Successful candidates will be involved in on regulatory capital and Credit RWA models and tools, with emphasis on Basel III Endgame implementation, RWA calculations, and related model risk management activities. The role is suited for candidates with robust quantitative, regulatory capital, and programming skills, as well as the ability to challenge methodologies and communicate findings clearly to technical and senior stakeholders.

Conduct independent review and validation of regulatory capital, Credit RWA, and Basel III Endgame models and tools, including methodologies supporting SA-CCR, securitization, IMM, CVA, and standardized or IRB calculations.

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, and related regulatory expectations.

Advising on risk frameworks and controls, and delivering transformation across the Risk functions of our clients, in support of their Chief Risk Officers (CRO). This includes implementation of regulatory changes (e.g. Basel, IFRS9, BCBS-239, FTRB), delivery of data to support IRB and VaR modelling, and automation of risk controls, control gap assessment and control implementation.

Role: Functional Consultant, Industry Type: Financial Services, Department: Consulting, Employment Type: Full Time, Permanent Role Category: IT Consulting Education UG: Any Graduate Key Skills Skills highlighted with ‘‘ are preferred keyskills FRTBModel ValidationModel Risk

📌 Risk And Compliance Consultant (Mumbai)
🏢 CAPCO
📍 Mumbai