Our Customer is a Leading bank headquartered in Singapore implementing a front to back integrated platform for straight through processing and risk management.
This is a multi-year initiative where different projects run in concurrence across streams including: new product initiatives, new entity roll-outs and regulatory compliances.
The project you will be working on is a multi-year initiative looking to implement market-risk FRTB IMA for the customer by 2025.
This project is a great opportunity for the successful candidate to gain or extend in-depth knowledge on FRTB IMA and/or Murex market risk implementation.
Manage and analyse business requirements into a solution design, managing user requirements workshops and formulation of an overall 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.
Must have
We are looking for a Senior System Analyst with 10-15 years of Market risk experience, who can drive our project activities to completion
Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation
Candidate must have thorough understanding of regulation on "Minimum requirement of Market Risk capital charge"
Murex experience or at least technical skills is a must
Ability to drive and lead a team of SA's
Strong ownership and accountability
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
Able to negotiate and influence stakeholders through knowledge of Market Risk subject matter
Nice to have
Previous experience in FRTB IMA / FRTB SA
Previous experience on implementing Fundamental Review of Trading Book (FRTB SA and IMA) SIMM(Standard Initial Margining Model), xVA is preferred
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 organizations treasury product systems
English: C2 Proficient
Senior
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.