Lead Risk Management

Joining Capco means joining an organisation that is committed to an inclusive working environment where you’re encouraged to #BeYourselfAtWork. We celebrate individuality and recognize that diversity and inclusion, in all forms, is 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. Such differences may mean we need to make changes to our process to allow you the best possible platform to succeed, and we are happy to cater to any reasonable adjustments you may require. You will find the section to let us know of these at the bottom of your application form or you can mention it directly to your recruiter at any stage and they will be happy to help.

Capco is a global business, data and technology consultancy, focused on the Financial Services sector. We are passionate about helping our clients succeed in an ever-changing industry. 

We are:

• Experts in capital markets, banking and payments, insurance and wealth and asset management
• Deep knowledge in financial services offering, including e.g. Finance, Risk and Compliance, Financial Crime, Resilience etc.
• Committed to growing our business and hiring the best talent to help us get there
• Focus on maintaining our nimble, agile and entrepreneurial culture

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 – transaction level as well as asset vertical, industrial sector, securitization product, country,  and regional level.
• 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 a
• Involved in advising on risk frameworks and controls, and delivering 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, FTRB), delivery of data to support IRB and VaR modelling, and automation of risk controls, control gap assessment and control implementation.

The types of projects we cover are:

• Our 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.
• You will also be encouraged to support Capco in client account planning, business development and relationship building / networking within the FRRF capability and Capco Domains. This may include contributions to Capco’s Risk Management thought leadership and client campaigns.

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

• 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.