Market Risk System Analyst

1 Hour ago • 6 Years + • Finance

About the job

Job Description

A Bank in Singapore seeks an experienced business analyst for its core Treasury IT team. The role supports the bank's treasury division across various products (Commodities, Credit Derivatives, FXD, IRD, FX, MM, Fixed Income) in Singapore, Thailand, Indonesia, Malaysia, China, and overseas branches. Responsibilities include managing and analyzing business requirements, designing solutions, conducting user requirement workshops, and modeling transactions. It's a hands-on techno-functional role involving proposing solutions for business issues and process changes. Collaboration with technology teams and stakeholders is crucial. The ideal candidate will have experience implementing FRTB SA and IMA, SIMM, and xVA, and a thorough understanding of market risk capital charge regulations. Experience with Murex modules (MRE, MRA, Murex Limit Controller, Simulation, and pricing) is essential.
Must have:
  • 6+ years of experience
  • Financial industry experience
  • Market Risk module and project implementation
  • FRTB SA, IMA, SIMM, xVA experience
  • Understanding of market risk capital regulations
  • Murex module experience (MRE, MRA, Limit Controller, Simulation, Pricing)
Good to have:
  • Margining, collateral, credit risk methodologies
  • Global trading platform delivery experience
  • Treasury product system integration
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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

Manage and analyse business requirements into a solution design, managing user requirements workshops and formulation of an

verall solution design, modelling transactions through the system to ensure that the business requirements are met.

Hands-on Techno-Functional role to analysis and propose solutions for business issues, process changes and functional requirements.

Work with different technology teams across infrastructure, and other divisions to deliver system solutions for the business.

Collaborate with stakeholders on their priorities, needs as well as system improvements.

Build a strong relationship and manage expectations with users and stake holders

Skills

Must have

6+ years of working experience

Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation.

Previous experience on implementing Fundamental Review of rading Book (FRTB SA and IMA) SIMM(Standard Initial Margining Model),

xVA is preferred.

Candidate must have thorough understanding of regulation on "Minimum requirement of Market Risk capital charge"

Must have working understanding of Murex module with atleast 7 years of specific experience in MRE, MRA,

Murex Limit Controller and Simulation and pricing modules

Other good to have skill sets include margining, collateral or related credit risk methodologies

Experience in managing and delivery of trading platforms for Treasury products on a global scale, integrated within the

rganizations treasury product systems.

Strong team player with excellent communication & inter-personal skills.

Strong problem solver who can question and understand proposed solutions and business drivers.

Strong organizational and leadership skills

Nice to have

NA

Other

Languages

English: C1 Advanced

Seniority

Senior

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About The Company

Luxoft, a DXC Technology Company (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Acquired by U.S. company DXC Technology in 2019, Luxoft is a global operation in 44 cities and 21 countries with an international, agile workforce of nearly 18,000 people. It combines a unique blend of engineering excellence and deep industry expertise, helping over 425 global clients innovate in the areas of automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications.

DXC Technology is a leading Fortune 500 IT services company which helps global companies run their mission critical systems. Together, DXC and Luxoft offer a differentiated customer-value proposition for digital transformation by combining Luxoft’s front-end digital capabilities with DXC’s expertise in IT modernization and integration. Follow our profile for regular updates and insights into technology and business needs.

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