Credit Risk_Tester at Capco Singapore

Gurugram, haryana, India -

Full Time

Start Date

Immediate

Expiry Date

12 Jun, 26

Salary

0.0

Posted On

14 Mar, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Credit Risk, Testing, Credit Decision Engines, Rating Systems, Limit Management, Portfolio Monitoring, PD, LGD, EAD Calculations, RWA Computation, Basel II/III/IV, Credit Scoring Models, IFRS9, CECL, Stress Testing, SQL

Industry

Financial Services

Description

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. Key Responsibilities 1. Functional & Domain Testing 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. 2. Test Planning & Documentation 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. 3. Data & Analytical Testing 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. 4. Regulatory & Compliance Ensure compliance with Basel III/IV, IFRS9, CECL, CCAR, ECL, and other regulatory requirements. Assist in audit and regulatory review activities. 5. Collaboration & Communication 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. Required Skills & Qualifications 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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Responsibilities

The role involves performing end-to-end functional and domain testing for credit risk systems, including validation of key components like PD, LGD, EAD calculations, and RWA computation under Basel norms. Responsibilities also include creating comprehensive test plans, documenting defects, and validating data pipelines and model outputs using SQL.