Verified Job
Accounting - Finance
Credit Risk_Tester
Accounting - Finance
#705314
Remote / WFH
Job Description
About the job
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
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.
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.
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.
Regulatory & Compliance
Ensure compliance with Basel III/IV, IFRS9, CECL, CCAR, ECL, and other regulatory requirements.
Assist in audit and regulatory review activities.
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.
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
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.
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.
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.
Regulatory & Compliance
Ensure compliance with Basel III/IV, IFRS9, CECL, CCAR, ECL, and other regulatory requirements.
Assist in audit and regulatory review activities.
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.
