Roles & Responsibilities
Bank has decided to leverage Moody's Analytics Risk Confidence ALM (RCO) for LCR & NSFR report implementation under HKMA regulatory requirements. Luxoft is partnering with the bank to take the end to end implementation project with the bank.
Responsibilities :To provide consultancy work on techno functional Implementation of MAS Liquidity stress test in RCO systemProvide technical assistance, program execution and results validation on Liquidity module of RCO systemDevelop stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniquesEvaluating liquidity risk through data analysis and business insights.To work on Config changes and parameterisation in RCO systemInvolve in developing new requirements and unit testing of modules.Application bug fixing and user support.Support team members in understanding the client-raised bugs.Mandatory Skills :o Liquidity Management
o Moody's
o Moody's RAY and Rco
Mandatory Skills Description :6+ years of experience in Moody's RCO system and liquidity stress testing module in Treasury domainInvestment banking product knowledge and understanding of their impact on Liquidity reportingKnowledge of liquidity best practicesStrong analytical / numerical skillsManaging enhancement requests through writing specifications for the technical development teamResults focused in a pressurized environment with tight deadlinesAbility to influence and coordinate across varying levels of seniority within Global Markets and Risk division of the bankNice-to-Have Skills Description :Excel / Data Analysis skillsetExperience with tools / programming languages such as Python, Tableau and Power BITell employers what skills you have
Product Knowledge
Tableau
Treasury
Technical Assistance
Data Analysis
Stress
Unit Testing
Investment Banking
Python
Writing
Excel
ALM
Stress Testing
Regulatory Requirements
Power BI