Moody's Techno 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:

• 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 Description:

• 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
• Good IT Literacy, with a strong Excel/ Data Analysis skillset and experience with tools/programming languages such as Python, Tableau and Power BI
• 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