Lead Risk Management

Role Description:

We are looking to recruit financial risk transformation candidates into our growing Financial Crime, Risk, Regulation and Finance (FRRF) capability.

Successful candidates will:

• Develop a holistic understanding of portfolio evolution across different Securitization asset verticals, regions and product types within the current portfolio.
• Produce forward-looking portfolio intelligence, identifying emerging portfolio trends, vulnerabilities and opportunities.
• Provide independent challenge to portfolio strategy and portfolio construction decisions.
• Identify emerging structural risks affecting securitisation markets.
• Produce strategic portfolio intelligence, insights and recommendations that support strategic decision making by senior management.
• Work collaboratively with 1LOD PM team (Credit & Asset Mgmt. Team) to evaluate strategic portfolio actions.
• Independently assess proposed portfolio optimization, hedging and de-risking initiatives.
• Analyse portfolio construction and diversification across products, asset verticals, geographies, industrial sectors and counterparties.
• Identify/complement 1LOD to detect opportunities to improve portfolio resilience, capital efficiency and risk adjusted returns.
• Portfolio Risk Measurement Architecture – Development & Ownership in collaboration with 1LOD PM team.
• Conduct structured portfolio deep-dives by asset class (ABS, RMBS, CLO, SPF etc.).
• Surveillance and reporting of portfolio migration trends (ratings, delinquencies, collateral performance, covenant metrics, leverage trends, RWA utilization, structural and counterparty trends).
• Assess early warning signals (EWS) and trigger governance escalation where required, at transaction, asset vertical, industrial sector, securitization product, country and regional levels.
• Undertake Quarterly Portfolio Review of third-party financing book (deck preparation, analytical inputs in liaison with 1LOD and 2LOD, SCOs, presentation to QPR Committee, minutes preparation).
• Quarterly production of Securitisation Credit Dashboard.
• Advise on risk frameworks and controls, and deliver transformation across the Risk functions of our clients, in support of their Chief Risk Officers (CRO). This includes implementation of regulatory changes (e.g. Basel, IFRS9, BCBS-239, FRTB), delivery of data to support IRB and VaR modelling, and automation of risk controls, control gap assessment and control implementation.

Project Types:

• Clients are predominantly within Financial Services and look for support in delivering solutions to improve risk management practices and control frameworks. This may include Risk Assessments, Target Operating Model design and implementation, Risk Rating Methodologies and Models, Gap Analysis, data and reporting.
• Gap analysis and implementation of regulatory changes and remediation of identified issues.
• Identification and implementation of technology and data solutions to support credit, market, liquidity, and capital risk management processes.
• As a Risk Management SME at Capco, you may be required to communicate risk policies and processes for an organisation, develop risk models involving market, credit, liquidity, capital and/or operational risk, ensure controls are operating effectively, and provide research and analytical support.
• Support Capco in client account planning, business development and relationship building / networking within the FRRF capability and Capco Domains, including contributions to Capco's Risk Management thought leadership and client campaigns.

Skills and Expertise:

The ideal candidate will have the following skills and experience and will be able to perform the following activities:

• 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 (e.g. analyse potential impacts of key current and emerging risks, trends, reports, statistics, and relevant documentation).
• Define and implement risk management process improvements and track benefit realisation.
• Experience analysing controls and conducting structured control testing, including design of control frameworks for financial risk management.
• Facilitate risk conversations between different departments within organisations (e.g. client-facing businesses, credit risk, operational risk, legal, IT, finance, and operations teams).
• Strong change management experience and prior success, either as a management consultant or within a change role in a financial services institution.
• Deliver as part of a long-term strategic partnership with clients, whilst developing within a forward thinking and entrepreneurial business.
• Support clients to achieve compliance with regulatory obligations, including dealing with remediation and response to regulatory reviews.
• Design solutions, deliver on client assignments and own delivery of projects.
• Ensure management information is provided to, and easily understood by, programme leads, senior management and client committees.
• Define and manage monitoring processes for financial risks.
• Build assurance and control capabilities in line with regulatory expectations and risk appetite.
• Self-starter and strong team player.
• Strong interpersonal and written communication skills.
• Strong problem-solving skills and an analytical mind-set.
• Demonstrable expertise in building and leveraging relationships.
• Face off to key stakeholders with strong credibility.
• Present to a wide range of stakeholders from AVP to senior MDs.

Other Expectations:

• Balance client delivery with supporting development of new client opportunities or market propositions and sales activities with the capability and client accounts.

For Senior Level Candidates:

• Mentor and coach other members of the team.
• Solution development, showing a clear ability as a Subject Matter Expert (SME) to enhance existing propositions, and develop new ones.
• People management, building a team of consultants with the right mix of grades, skills and experience to support client opportunities and projected growth.
• Develop, drive and convert a pipeline of opportunities and lead on RFP responses.
• Fulfil a key role in account and proposition development within Market Domains and Key Client Accounts, assisting senior management to increase revenue.
• Formulate propositions and solutions that meet client requirements in addition to managing and directing pursuit activity.
• Strong bid management abilities, with a proven ability to mentor and train Consultants.
• Drive thought leadership and client campaigns.
• Build and maintain strong client relationships within the sector, leveraging proven industry content and delivery capability.

Why Join Capco?:

You will work on engaging projects with some of the largest financial services firms in the world, addressing our clients' biggest challenges.

We offer:

• A work culture focused on innovation and building lasting value for our clients and employees.
• Ongoing learning opportunities to help you acquire new skills or deepen existing expertise.
• A flat, non-hierarchical structure that will enable you to work with senior partners and directly with clients.
• A diverse, inclusive, meritocratic culture.
• Enhanced and competitive family friendly benefits, including maternity / adoption / shared parental leave and paid leave for sickness, pregnancy loss, fertility treatment, menopause, and bereavement.