Systems Programmer
5 days ago
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
- 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
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