Location: Primarily Remote from India | 30-day On-site Support on-site at the client's location in GCC Experience: 4-6 years Joining: Immediate About the Role We are seeking a skilled and proactive SAP BPC Consultant to join our dynamic team. The ideal candidate will be responsible for maintaining system stability, enhancing reporting templates, managing metadata, and collaborating with stakeholders across finance and IT. Responsibilities Business-as-Usual (BAU) Tasks Monitor daily SAP BPC operations to ensure system stability and performance. Provide user support and resolve incidents related to planning, reporting, or data integration. Maintain and update financial reports and input templates. Maintain and update key parameters such as Relationship Manager list, new product category, exchange rate, new GLs, new Sol ID, new cost centres, % of Core and Non-Core Deposits/Overdrafts, % of provision charge etc. Execute routine data loads, reconciliations, and data validations. Support financial closing processes (month-end, quarter-end, year-end). Ensure compliance with internal controls and regulatory requirements. Coordinate with finance and IT teams on user queries and system enhancements. Enhancement of Templates Design and implement enhancements to existing planning, budgeting, and forecasting templates. Create new templates for planning, budgeting, and forecasting where existing templates cannot be enhanced Customize and optimize input schedules, reports, and dashboards for new business lines or regulatory needs. Develop new reports and dashboards for existing business lines Develop and maintain business rules, script logic, and allocation logic. Develop query to run multiple scenarios for the budgeting cycle due to a change in interest rate Metadata Management Add, update, or delete metadata such as dimensions, hierarchies, and properties (e.g., new accounts, cost centres, branches, new Product Category). Maintain master data consistency across BPC and integrated systems. Perform metadata comparisons and updates, ensuring alignment with source systems. Coordinate metadata changes with stakeholders to minimise disruption. Revisit the policy for purging of data for previous years to free up server space Other Key Activities to Support the internal IT team to Support the internal IT team to administer user access, security roles, and workflow approvals. Schedule and monitor automated data integration jobs. Support internal and external audits by providing required reports and evidence. Collaborate with technical teams for system enhancements or troubleshooting. Participate in projects for system upgrades or integration with other platforms. Show more Show less
Overview ALP (AI-native consulting and risk analytics firm) seeks a seasoned professional (6–10 years’ experience) to lead risk and regulatory projects across banking, insurance, and investment sectors (PE/VC/funds). The role demands strong expertise in Credit & Market Risk , regulatory frameworks (Basel III/IV, IFRS 9, ICAAP/ILAAP), and hands-on experience in quantitative analytics and model development . The successful candidate will combine technical depth (Python, R, SQL) with project management skills, delivering solutions directly to senior stakeholders. CFA, FRM, or MBA credentials are highly valued. Key Responsibilities Credit & Market Risk Leadership Lead projects on counterparty credit risk for corporate, SME, and financial institution exposures in both banking and trading book contexts. Oversee design, development, enhancement, and validation of credit risk models (PD, LGD, EAD) and market risk models (VaR, sensitivities, stress testing) . Support regulatory deliverables (ICAAP/ILAAP submissions, Basel compliance, IFRS 9 impairments) and build pitch books for risk transformation projects with banks and insurers. Project & Delivery Management Manage end-to-end risk and regulatory engagements , including planning, execution, resource allocation, and client communication. Act as the bridge between quant teams, engineering, and business stakeholders , ensuring delivery of high-quality solutions on time. Apply Agile or hybrid methodologies to deliver incremental value while managing dependencies across teams. Drive stakeholder workshops, requirement gathering, and client presentations for senior management/board audiences. Technical & Analytical Excellence Collaborate with Quant, Data, and UI/UX teams to build, automate, and scale risk models, reports, and dashboards . Leverage Python (preferred), R, SQL, and advanced Excel for data-driven analysis, stress testing, and regulatory reporting. Provide insightful analytics to support decision-making in capital adequacy, risk appetite, and portfolio optimisation. The project may require travelling onsite to GCC, UK or Europe for client projects, and interested candidates should be willing to travel 3 – 6 months a year. Candidate Profile Bachelor’s or Master’s degree in Finance, Economics, STEM, or a quantitative field. Professional certifications such as CFA, FRM, or MBA are strongly preferred. 6–10 years’ experience in Credit and/or Market Risk roles at consulting firms, banks, or large financial institutions. Proven ability to manage risk transformation programs and deliver client-facing solutions . Strong technical expertise in Python, R, SQL , and Excel for quantitative modelling and automation. Deep knowledge of Basel III/IV, IFRS 9, ICAAP, ILAAP, stress testing, capital adequacy , and risk governance. Solid understanding of derivatives, structured products, and risk reporting frameworks . Excellent communication skills to engage with senior stakeholders and produce high-quality reports/presentations. Preferred Qualifications Experience with risk and treasury systems (e.g., Murex, Bloomberg, Moody’s Risk Authority). Exposure to ESG/climate risk frameworks and integration into credit and investment risk. Familiarity with digital transformation of risk functions , data warehouse/ data lake programs, CRMS and regulatory tech. Experience working under both Agile and Waterfall delivery methodologies.
Role Overview: You will be leading risk and regulatory projects across banking, insurance, and investment sectors at ALP, an AI-native consulting and risk analytics firm. Your expertise in Credit & Market Risk, regulatory frameworks (Basel III/IV, IFRS 9, ICAAP/ILAAP), and hands-on experience in quantitative analytics and model development will be crucial. Your role will involve combining technical depth (Python, R, SQL) with project management skills to deliver solutions directly to senior stakeholders. The successful candidate will have the opportunity to work on risk transformation projects with banks and insurers. Key Responsibilities: - Lead projects on counterparty credit risk for corporate, SME, and financial institution exposures in banking and trading book contexts. - Oversee the design, development, enhancement, and validation of credit risk models (PD, LGD, EAD) and market risk models (VaR, sensitivities, stress testing). - Support regulatory deliverables (ICAAP/ILAAP submissions, Basel compliance, IFRS 9 impairments) and build pitch books for risk transformation projects with banks and insurers. - Manage end-to-end risk and regulatory engagements, including planning, execution, resource allocation, and client communication. - Act as the bridge between quant teams, engineering, and business stakeholders to ensure delivery of high-quality solutions on time. - Apply Agile or hybrid methodologies to deliver incremental value while managing dependencies across teams. - Collaborate with Quant, Data, and UI/UX teams to build, automate, and scale risk models, reports, and dashboards. - Leverage Python (preferred), R, SQL, and advanced Excel for data-driven analysis, stress testing, and regulatory reporting. - Provide insightful analytics to support decision-making in capital adequacy, risk appetite, and portfolio optimization. Qualification Required: - Bachelors or Masters degree in Finance, Economics, STEM, or a quantitative field. - Professional certifications such as CFA, FRM, or MBA are strongly preferred. - 6-10 years of experience in Credit and/or Market Risk roles at consulting firms, banks, or large financial institutions. - Proven ability to manage risk transformation programs and deliver client-facing solutions. - Strong technical expertise in Python, R, SQL, and Excel for quantitative modeling and automation. - Deep knowledge of Basel III/IV, IFRS 9, ICAAP, ILAAP, stress testing, capital adequacy, and risk governance. - Solid understanding of derivatives, structured products, and risk reporting frameworks. - Excellent communication skills to engage with senior stakeholders and produce high-quality reports/presentations.,