Lead Risk System Analyst for FRTB SA/IMA Project

3 weeks ago


Kuala Lumpur, Malaysia Luxoft Full time

Project Description

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.

Responsibilities

The candidate will be working on the client's FRTB SA/IMA project as a market risk SME.
This role is for the Global Markets Programme - Risk Project implementation using Murex v3. The role is based in Singapore and requires interaction with users and stake holders in Singapore & overseas.
Cooperation with bank's business stakeholders (FO, Risk) and technology stakeholders (other BA's, Developers from different teams) is key to success.
Ability and willingness to drive conversations with stakeholders to ensure adequate understanding of the solution and alignment to requirements is an important part of the role.
The role requires the successful candidate to gather requirements, work with the vendors and drive the testing with the end users to ensure a successful deployment of the project.

Skills

Must have

Requires in-depth understanding of Market Risk (VAR) with at least experience in Basel 2.5 and ideally experience in implementing FRTB SA/IMA
Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)
Strong technical knowledge around a Market Risk implementation, ideally on the Murex application
Good business domain knowledge of banking & trading book
Highly effective communication with technical stakeholders, proficient communicating with non-technical stakeholders
Good problem solving, analytical, synthesis, system thinking and solutioning skills

Nice to have

FRTB SA/IMA experience is highly regarded.
Murex experience is great to have but not a prerequisite. Other technical implementation exposure is also acceptable.
Quant exposure.

Languages

English: C1 Advanced

Seniority

Lead



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