Senior Risk & Compliance - FRTB

The role

This person will conduct independent review and validation of regulatory capital, Credit RWA, and Basel III Endgame models and tools. They will advise on risk frameworks and deliver transformation across client Risk functions.

What you will do

• Conduct independent review and validation of regulatory capital, Credit RWA, and Basel III Endgame models and tools.
• Assess model implementation and technology controls.
• Review regulatory capital rule interpretation and model alignment with regulatory requirements.
• Advise on risk frameworks and controls.
• Deliver transformation across the Risk functions of clients.
• Identify and implement technology and data solutions for risk management processes.
• Communicate risk policies and processes for an organisation.
• Develop risk models involving market, credit, liquidity, capital and/or operational risk.
• Support client account planning, business development and relationship building.
• Mentor and coach other members of the team.

Required qualifications

• Strong quantitative, regulatory capital, and programming skills.
• Ability to challenge methodologies and communicate findings to technical and senior stakeholders.
• 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.
• Experience analysing controls and conducting structured control testing.
• Strong change management experience.
• 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 present to a wide range of stakeholders from AVP to senior MDs.

Nice to have

• Prior success as a management consultant or within a change role in a financial services institution.

Benefits

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

About the company

Capco is a global business, data and technology consultancy, focused on the Financial Services sector. They are experts in capital markets, banking and payments, insurance and wealth and asset management.