The resource will be working on is a multi-year initiative looking to implement market-risk FRTB IMA. The successful candidate is expected to have in-depth knowledge on FRTB IMA.
Responsibilities:
- Very strong market risk skills
- FRTB IMA / SA knowledge and experience
- prefer good knowledge in market data setup in murex
- excellent knowledge in eliciting and prepare requirements and functional specifications
Requirements:
• Requires in-depth experience on Murex implementation of Market Risk / VAR.
• Requires good experience to Market Risk (VAR) with experience in implementing FRTB SA/IMA
• Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)
• Business domain knowledge of banking & trading book
• Highly effective communication with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills
- Market data setup experience is highly regarded.
- Experience on other Murex modules, especially FO, Datamart, EOD are valuable.
