Moody's Functional Consultant

2 Weeks ago • 5-7 Years

About the job

Summary

This role involves techno-functional implementation of MAS Liquidity stress tests within Moody's Analytics Risk Confidence ALM (RCO) system. Responsibilities include providing consultancy, technical assistance, program execution, and results validation for the RCO system's liquidity module. The consultant will develop stress testing models for global markets and investment banking products, employing quantitative and qualitative techniques. Data analysis for liquidity risk evaluation and business insights generation is also crucial. The role encompasses configuration changes, parameterization, new requirement development, unit testing, bug fixing, and user support within the RCO system. The project focuses on LCR & NSFR report implementation under HKMA regulatory requirements for a bank client.
Must have:
  • 5-7 years Moody's RCO & liquidity stress testing experience
  • Investment banking product knowledge & liquidity reporting understanding
  • Strong analytical/numerical skills
  • RCO system config changes & parameterization
  • Requirement development & unit testing
  • Bug fixing and user support
Good to have:
  • Excel/Data analysis
  • Python, Tableau, Power BI experience
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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

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.

Skills

Must have

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

Managing enhancement requests through writing specifications for the technical development team

Results focused in a pressurised environment with tight deadlines

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

Other

Languages

English: C2 Proficient

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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