Market Risk System Analyst

Project Description

Bank in Singapore is looking for an experienced business analyst for the core Treasury IT team to support the bank's treasury division for the business with Commodities, Credit Derivatives, FXD, IRD, FX, MM, Fixed Income products in Singapore, Thailand, Indonesia, Malaysia, China and its overseas branches across the globe.

Responsibilities

1. Manage and analyse business requirements into a solution design, managing user requirements workshops and formulation of an overall solution design, modelling transactions through the system to ensure that the business requirements are met.
2. Hands-on Techno-Functional role to analyse and propose solutions for business issues, process changes and functional requirements.
3. Work with different technology teams across infrastructure, and other divisions to deliver system solutions for the business.
4. Collaborate with stakeholders on their priorities, needs as well as system improvements.
5. Build a strong relationship and manage expectations with users and stakeholders.

SKILLS

Must Have

1. 6+ years of working experience.
2. Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation.
3. Previous experience on implementing Fundamental Review of Trading Book (FRTB SA and IMA) SIMM (Standard Initial Margining Model) is preferred.
4. Candidate must have thorough understanding of regulation on "Minimum requirement of Market Risk capital charge".
5. Must have working understanding of Murex module with at least 7 years of specific experience in MRE, MRA, Murex Limit Controller and Simulation and pricing modules.
6. Other good to have skill sets include margining, collateral or related credit risk methodologies.
7. Experience in managing and delivery of trading platforms for Treasury products on a global scale, integrated within the organization's treasury product systems.
8. Strong team player with excellent communication & inter-personal skills.
9. Strong problem solver who can question and understand proposed solutions and business drivers.
10. Strong organizational and leadership skills.

Nice to Have

NA