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Experience
5 - 10 Years
Job Location
Education
Any Graduation
Nationality
Any Nationality
Gender
Not Mentioned
Vacancy
1 Vacancy
Job Description
Roles & Responsibilities
Responsibilities
A dedicated Market Risk resource is also required to support the weekly Moody's run and automation activities relating to market risk RWA components.
The resource is expected to be engaged five days a week, with production runs scheduled over weekends, requiring availability and operational ownership.
The resource will be responsible for market risk data inputs, validation, sensitivity checks, and reconciliation of market risk RWAs as part of the weekly production cycle, including weekend runs.
The role will also involve investigation of movements, model input validation, and coordination with Finance and Technology teams for automation and control enhancements.
Skills
Must have
The individual must have strong knowledge of the Standardized Approach for Market Risk, including interest rate risk, FX risk, equity risk, commodity risk, and regulatory capital calculations.
The individual should have a minimum of 5 years of relevant experience in capital reporting, Basel RWA calculations, or regulatory reporting within a banking environment with experience in Moody's / RWA engines / Basel calculators and automation initiatives.
Nice to have
this project also has Phase 2 of the project planned which includes Revised Standardized Approach (Basel III reforms) implementation.
Desired Candidate Profile
The individual must have strong knowledge of the Standardized Approach for Market Risk, including interest rate risk, FX risk, equity risk, commodity risk, and regulatory capital calculations.
The individual should have a minimum of 5 years of relevant experience in capital reporting, Basel RWA calculations, or regulatory reporting within a banking environment with experience in Moody's / RWA engines / Basel calculators and automation initiatives.
Company Industry
- IT - Software Services
Department / Functional Area
- Finance
- Treasury
Keywords
- Moody Market Risk Resource (Techno Functional Consultant)
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