Regulatory Capital Reporting

**About Us**

Joining Capco means joining an organisation that is committed to an inclusive working environment where you’re encouraged to #BeYourselfAtWork. We celebrate individuality and recognise that diversity and inclusion, in all forms, are critical to success. It’s important to us that we recruit and develop as diverse a range of talent as we can. We believe that everyone brings something different to the table - so we’d love to know what makes you different.

**We are/have**:

- Experts in banking and payments, capital markets and wealth and asset management
- Deep knowledge in financial service offerings, including e.g., Finance, Risk and Compliance, Financial Crime, Core Banking etc.
- Committed to growing our business and hiring the best talent to help us get there Focused on maintaining our nimble, Agile and entrepreneurial culture

**Domain: Investment Banking/ Capital Market (mandatory) | location: Mumbai / Pune (7 Days Travel to Mumbai in a Month)**
**Years of experience: 5 to 10 years**

Capco is looking for hardworking, innovative, and creative people to join our Business Analyst Team. We are looking for BA to work on all aspects of project delivery engaging a complex stakeholder group across multiple global regions/product lines to execute global change programs in the Investment Banking domain. This includes business analysis, requirements gathering and documentation, driving technical design and specifications in partnership with IT, functional test strategizing and execution, and user acceptance testing coordination. Must possess strong relationship management skills and be able to manage requirements and testing across Ops and IT teams both cross-division and globally. The role is focused on projects to support the development of regulatory/industry-driven changes.

**Role description**:
**Credit Risk BA**:

- You are expected to lead/support the Credit Risk Change team in Change management and work with local and regional stakeholders to build the pipeline for Credit Risk projects to be delivered
- Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Workflow 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 the delivery of projects and to improve product, service, and program business processes.
- 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 and Business Knowledge: (Must Have)**
- Credit Risk - Counterparty Credit Risk, PD, LGD, EAD, Exposure Calculations
- Familiarity with Basel norms on the computation of capital for Credit Risky assets across various asset classes and product types.
- Understanding of financial products and risk methodology across all asset classes.
- E2E systems delivery lifecycle (SDLC)
- Agile Methodology
- BRD, FRD, Req. Gath. Stakeholder management
- Microsoft Office products, i.e. Word, Excel, PowerPoint, Project and Visio
- Data analysis, visualization, and BI solutions - SQL, Python, Denodo, Dremio, PowerBI, Alteryx, Tableau etc.

**Market Risk BA**:

- You are expected to play a lead role/support for the Market Risk Change projects in Change management and work with local and regional stakeholders to manage the book of work to be delivered.
- Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Workflow 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 the delivery of projects and to improve product, service, and program business processes.
- 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 and Business Knowledge: (Must Have)**
- Market Risk - Market Risk Model like Value at Risk (Monte Carlo), FRTB, Stress Testing
- knowledg