Financial Risk Transformation Specialist (Basel III Endgame)

About the role

Capco, a global business, data and technology consultancy focused on the financial services sector, is recruiting a financial risk transformation specialist for its Financial Crime, Risk, Regulation and Finance (FRRF) capability. The role centres on regulatory capital and Credit RWA models and tools, with emphasis on Basel III Endgame implementation, RWA calculations and model risk management. It suits candidates with strong quantitative, regulatory capital and programming skills, and the ability to challenge methodologies and explain findings to technical and senior stakeholders.

Key responsibilities

• Independently review and validate regulatory capital, Credit RWA and Basel III Endgame models, including 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
• Review regulatory capital rules against Basel III / Basel III Endgame, CRR / PRA, SA-CCR, FRTB, CCAR, ICAAP, IFRS 9 / CECL and related expectations
• Advise on risk frameworks and controls and deliver transformation across client risk functions, supporting their Chief Risk Officers
• Implement regulatory changes (Basel, IFRS9, BCBS-239, FRTB), deliver data for IRB and VaR modelling, and automate risk controls and control gap assessments
• Support client account planning, business development and relationship building, and contribute to thought leadership and client campaigns

Required profile

• Knowledge of Basel, FRTB, IFRS9 and BCBS-239 requirements, with focus on credit, market, liquidity and capital risks
• Experience analysing, defining solutions and implementing regulatory change, including remediation of gaps
• Experience designing control frameworks and conducting structured control testing
• Change management experience and prior success as a management consultant or in a change role in financial services
• Senior-level candidates are expected to mentor the team, build a pipeline of opportunities, lead RFP responses and manage client accounts

Required skills

• Regulatory capital modelling and Basel III Endgame
• Programming: Python, SQL, R, Alteryx, Excel VBA
• Data quality validation, reconciliation and UAT review
• Strong written and verbal communication, stakeholder presentation and problem-solving

What we offer

• Projects with some of the world's largest financial services firms
• Ongoing learning opportunities
• A flat, non-hierarchical structure with direct access to senior partners and clients
• Family-friendly benefits including maternity, adoption, shared parental and sick leave