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Job Title:CCAR Stress Testing Consultant BFSI (Risk & Capital BangaloreOpen to: Pan-India (Hybrid/Remote based on business IT & Consulting services organization with a strong focus on BFSI, risk management, and regulatory compliance for large global banks.Role Overview:We are looking for an experienced CCAR / Regulatory Stress Testing Consultant to work closely with our BFSI leadership team and our global banking clients (primarily US-based large banks and BHCs).The role will focus on regulatory stress testing (CCAR/DFAST), capital planning, risk & finance data integration, and model governance helping clients design, implement, and enhance their end-to-end CCAR frameworks, including FR Y-14 reporting, loss estimation models, and capital adequacy assessments, as expected by the US Federal Reserve and Basel II/III / ICAAP guidelines. Looking for: Immediate joiners / candidates with 30 days notice.Key Responsibilities1. CCAR & Regulatory Stress Testing Advisory- Lead/participate in engagements for CCAR, DFAST and internal capital adequacy assessments (ICAAP) for large US and global banks. - Interpret and apply regulatory guidance (e.g., CCAR Capital Plan Rule, SR 11-7, SR 12-7, Basel II/III Pillar 2, Enhanced Prudential Standards) to client environments. - Support clients in aligning stress testing, capital planning and risk appetite frameworks with supervisory expectations.2. Stress Test Design & Methodology- Design and review end-to-end stress-test methodologies across PPNR, credit risk, market risk, and operational risk, ensuring alignment with macroeconomic scenarios (Baseline, Adverse, Severely Adverse). - Work with client teams to translate macro-economic variables (unemployment, GDP, HPI, interest rates, spreads, etc.) into portfolio-level loss and capital impact. - Assist in building / reviewing segment-level loss models (C&I, CRE, Retail, Cards, Mortgages, etc.) and validating their suitability, conservatism and performance. 3. Data, FR Y-14 Reporting & Process Integration- Support clients in designing data sourcing, aggregation and reporting processes for CCAR (FR Y-14A/Q/M schedules retail, wholesale, securities, PPNR, regulatory capital instruments, Basel III/DFA). - Coordinate with technology, finance and risk teams to ensure data quality, reconciliation and lineage across stress testing, Basel, and finance systems. - Identify and help remediate data and IT infrastructure gaps, manual adjustments and process inefficiencies. 4. Governance, Documentation & Model Risk- Contribute to model risk management activities (per SR 11-7): documentation, validation support, model performance monitoring and remediation plans. - Draft and review policies, procedures, and governance artefacts related to stress testing, capital planning and ICAAP (e.g., capital policy, CCAR methodology documents, control frameworks). - Prepare board-level and senior management presentations, narratives and supporting analysis for CCAR submission, supervisory reviews and internal challenge forums. 5. Stakeholder Management & Consulting- Work closely with onsite client SMEs, risk & finance leaders, and technology teams to deliver CCAR programs and enhancements.- Participate in workshops, requirement-gathering sessions, and solution walkthroughs with clients CRO, CFO and risk strategy teams.- Support internal pre-sales / solutioning for CCAR and regulatory risk offerings PoVs, proposals, effort estimation, and responding to RFPs.Required Experience & Total experience: 7 to 12 years in Banking / Capital Markets / Risk.- CCAR / DFAST / Regulatory Stress Testing: Minimum 3 to 5 years hands-on experience with large banks, consulting firms, or captive GCCs.Domain & Technical Skills:Strong understanding of:- CCAR objectives, timeline and processes (capital plans, supervisory & company-run stress tests, mid-cycle tests). - Capital planning & ICAAP, including capital ratio projections (Tier 1 Common, Tier 1 Leverage, Total Capital, RWA dynamics). - FR Y-14A/Q/M reporting, especially credit loss, PPNR and capital schedules. - Basel II/III concepts PD, LGD, EAD, RWA, economic capital. - Good exposure to stress-testing modeling frameworks (PPNR, credit loss models, scenario design, idiosyncratic scenarios, integration across risks), as illustrated by best-practice frameworks in industry. - Working knowledge of data and IT architectures used for CCAR data warehouses, risk engines, reporting tools, and reconciliations. - Comfort working with large datasets and tools such as SQL/Excel; familiarity with SAS/R/Python for risk analytics or model implementation is an advantage.Consulting & Soft Skills:- Strong business consulting orientation able to translate regulatory expectations into scalable processes and systems for clients.- Excellent stakeholder communication, documentation and presentation skills; ability to interact with senior client executives.- Ability to work in global delivery models with onsiteoffshore collaboration, overlapping US time zones when required.Education & Certifications:- Bachelors / Masters degree in Finance, Economics, Statistics, Mathematics, Engineering, or related quantitative discipline.- Preferred qualifications (nice-to-have):- Professional certifications such as FRM, PRM, CFA or equivalent. - Any certification/training in risk management, Basel, stress testing or model risk.Behavioral Traits:- Strong ownership mindset and ability to operate in an evolving regulatory and technology landscape. - High attention to detail with a focus on data quality, controls and governance. - Collaborative, proactive, and able to work under tight regulatory timelines (e.g., CCAR annual cycle deadlines). Other Details:- Employment Type: Full-time, Consulting / Permanent.- Notice Period: Preferably Immediate joiners; candidates with 30 days notice will be given priority.- Travel: Short international travel to client locations may be required (US/EMEA) based on project needs. (ref:iimjobs.com)