Moody's Functional Consultant

Project description

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

1. To provide consultancy work on techno-functional implementation of MAS Liquidity stress test in RCO system.
2. Provide technical assistance, program execution, and results validation on Liquidity module of RCO system.
3. Develop stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques.
4. Evaluating liquidity risk through data analysis and business insights.
5. To work on configuration changes and parameterization in RCO system.
6. Involve in developing new requirements and unit testing of modules.
7. Application bug fixing and user support.
8. Support team members in understanding the client-raised bugs.

SKILLS

Must have

1. Minimum 5-7 years of experience in Moody's RCO system and liquidity stress testing module in Treasury domain.
2. Investment banking product knowledge and understanding of their impact on Liquidity reporting.
3. Knowledge of liquidity best practices.
4. Strong analytical/numerical skills.
5. Managing enhancement requests through writing specifications for the technical development team.
6. Results-focused in a pressurized environment with tight deadlines.
7. Ability to influence and coordinate across varying levels of seniority within Global Markets and Risk division of the bank.

Nice to have

• Excel/Data Analysis skillset
• Experience with tools/programming languages such as Python, Tableau, and Power BI.