Job Title: Credit Risk Tester
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.
- Perform end‑to‑end testing of credit risk systems, including Credit Decision Engines, Rating Systems, Limit Management, and Portfolio Monitoring tools.
- Validate credit risk components such as:
- PD, LGD, EAD calculations
- RWA computation (Basel II/III/IV)
- Credit scoring models
- IFRS9/CECL impairment models
- Stress testing frameworks
- Review and test loan origination workflows, underwriting rules, and credit policy implementations.
- Create test plans, test cases, test scripts, and traceability matrices based on business requirements.
- Ensure test coverage for functional, integration, regression, and UAT scenarios.
- Document defects, perform root-cause analysis, and work with developers to resolve issues.
- Validate data pipelines, risk data aggregation, and exposure calculations.
- Perform SQL‑based data validation and data quality checks.
- Verify accuracy of model outputs vs. business expectations.
- Ensure compliance with Basel III/IV, IFRS9, CECL, CCAR, ECL, and other regulatory requirements.
- Assist in audit and regulatory review activities.
- Work with cross‑functional teams including product owners, risk analysts, model developers, and QA teams.
- Support UAT with business stakeholders and ensure timely delivery of testing milestones.
- Bachelor's degree in Finance, Engineering, Computer Science, or related field.
- 4-6 years of experience in Credit Risk or Banking QA/testing roles.
- Strong understanding of:
- Retail and Corporate lending products
- Credit risk lifecycle
- Risk modelling methodologies (PD, LGD, EAD)
- RWA, Basel norms
- IFRS9/CECL frameworks
- Proficiency in SQL, Excel, and data validation techniques.
- Experience with test management tools (JIRA, ALM, QTest, etc.).
- Ability to interpret BRDs, FSDs, and model documentation.
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What We Do
Capco, a Wipro company, is a global management and technology consultancy specializing in driving transformation in the energy and financial services industries. Capco operates at the intersection of business and technology by combining innovative thinking with unrivalled industry knowledge to fast-track digital initiatives for banking and payments, capital markets, wealth and asset management, insurance, and the energy sector. Capco’s cutting edge ingenuity is brought to life through its award-winning Be Yourself At Work culture and diverse talent. TRUSTED ADVISORS - Our collaborative and entrepreneurial approach position us as trusted long-term partners to our clients. DEEP EXPERTISE - Clients look to us for clear guidance, proven expertise, and the support they need to set their companies up for success. DISRUPTIVE SOLUTIONS- We do not provide off -the-shelf answers to clients’ challenges. Instead, we work in close collaboration to understand the issues, and craft disruptive, bespoke solutions. ACCOUNTABILITY AND OWNERSHIP - We recognize every client has distinct needs and expectations, and we take ownership and accountability for the solutions we design, build, and deliver.
Why Work With Us
We support and encourage an inclusive culture, entrepreneurial outlook and independent thinking. Capco is not about organizational charts and rigid hierarchies – we want all employees to feel that Capco is their firm to own and run. We believe diversity powers innovation. Be Yourself At Work (#BYAW) is an integral and underlying part of our culture
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