Moody's Techno Functional Consultant

Role & responsibilities

• 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

Preferred candidate profile

Perks and benefits