Responsibilities:
- To provide consultancy work on techno functional Implementation of MAS Liquidity stress test in RCO system
- Provide technical assistance, program execution and results validation on Liquidity module of RCO system
- Develop stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques
- Evaluating liquidity risk through data analysis and business insights.
- To work on Config changes and parameterisation in RCO system
- Involve 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:
- Minimum 5-7 years of experience in Moody's RCO system and liquidity stress testing module in Treasury domain
- Investment banking product knowledge and understanding of their impact on Liquidity reporting
- Knowledge of liquidity best practices
- Strong analytical/ numerical skills
