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Moody Market Risk Resource (Techno functional consultant)

LuxoftAbu Dhabi Emirate, UAE1 months agoMid-Seniorfulltime
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Via LinkedInΒ·

About This Role

  • Project description

We are looking for Moody Market Risk Resource (Techno functional consultant)

  • 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.

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