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.
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.
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
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.