Counterparty Credit Risk
Capco
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
Location - Mumbai
Experience – 12+ years
Role Summary
Capco is seeking a Senior Transformation Consultant with 12+ years of experience to lead Counterparty Credit Risk (CCR) transformation programs within the Investment Banking division of a leading Asian financial services firm.
The role requires a strong blend of program leadership, CCR domain expertise, and hands-on business analysis, along with the ability to manage senior MD-level stakeholders in a global environment.
Key Responsibilities
- Independently lead large-scale Counterparty Credit Risk transformation programs
- Manage end-to-end program delivery: governance, planning, risks, budgets, and stakeholder reporting
- Engage and influence MD-level and executive stakeholders
- Drive cross-functional coordination across Risk, Front Office, Finance, Operations, and Technology
- Lead business analysis activities:
- Requirements gathering and documentation (BRDs, functional specs)
- Regulatory impact analysis (SA-CCR, Basel III/IV)
- Target operating model design
- Process mapping and gap assessments
- UAT oversight and business validation
- Ensure alignment across multiple concurrent workstreams and competing priorities
Required Experience
- 12+ years in investment banking
- Strong experience delivering Counterparty Credit Risk transformation programs
- Hands-on experience in CCR business analysis
- Deep understanding of SA-CCR, exposure methodologies (PFE/EPE), capital and regulatory frameworks
- Proven track record managing senior MD-level stakeholders
- Experience working in global, matrixed organizations
- Excellent communication and executive presentation skills
**Additional Requirements
- Comfortable operating in a consulting environment representing Capco
- Open to 50% hybrid work model
- Flexible for shift-based work timings to support global stakeholders
- Ability to manage multiple competing priorities in a fast-paced transformation setting
If you are keen to join us, you will be part of an organization that values your contributions, recognizes your potential, and provides ample opportunities for growth. For more information, visit www.capco.com. Follow us on Twitter, Facebook, LinkedIn, and YouTube.