Stress Testing

Job Title: 

 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.

Job Description:

Role Overview:

• Execution of stress testing using predefined scenarios and methodologies
• Assessing the impactefined adverse conditions on capital and liquidity adequacy using predefined rules and approaches
• Documenting business and functional requirements
• Understanding of regulatory reporting expectations (PRA / Basel / ECB / HKMA)
• Understanding of change delivery lifecycles
• Familiarity with source-to-output traceability, lineage artefacts, and audit trail maintenance for stress testing processes
• Experience with data sourcing, quality controls, and pipeline coordination for stress testing outputs
• Experience building or owning stress testing reporting packs, including tools/platforms and reporting governance/sign-off
• Desirable:
• Provides subject matter expertise and judgement in the design, development, and calibration of complex stress scenarios, including emerging scenarios where established precedents may not exist.