CFA

CA and FRM certification are two different domains. CA is all about accounting and taxation whereas FRM is all about Enterprise risk management specifically involved in analysing, controlling, or assessing potential credit risk, market risk and liquidity risk as well as non-market related financial risks faced by a firm and how to hedge or mitigate those risks.
CA is a widely recognised designation in India whereas FRM is slowly gaining momentum. CA could certainly help you in getting a good entry level job in an accounting or taxation firm but FRM may or may not. Employers usually favour people with an econometrics or financial engineering background for the risk management profile but that certainly doesn't mean that CA+FRM cannot get you into the risk management vertical.
People usually pursue FRM after landing up with a job in a risk management vertical because then it gives you an added advantage over your colleagues.
If you want to get into accounting or taxation domain, FRM would not help you at all. Pursue FRM only if you want to get into risk management.