Lead Risk System Analyst for Frtb Sa/ima Project - Singapore - Luxoft

Luxoft

Verified Company

Singapore

1 week ago

Posted by:

Wei Jie

beBee Recruiter

Description

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.

Responsibilities:

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.

Skills:

Must have

Requires indepth understanding of Market Risk (VAR) with at least experience in Basel 2.5 and ideally experience in implementing FRTB SA/IMA
Selfmotivated 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)
Good business domain knowledge of banking & trading book
Highly effective communication with technical stakeholders, proficient communicating with nontechnical 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

Relocation package:

If needed, we can help you with relocation process.

Vacancy Specialization

Business Analysis

Ref Number

VR-94588