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Responsibilities:
Requirements:
. Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation.
. Previous experience on implementing Fundamental Review of Trading Book (FRTB SA and IMA) SIMM(Standard Initial Margining Model), xVA is preferred.
. Candidate must have thorough understanding of regulation on Minimum requirement of Market Risk capital charge
. Must have working understanding of Murex module with at least 7 years of specific experience in MRE, MRA, Murex Limit Controller and Simulation and pricing modules
. Other good to have skill sets include margining, collateral or related credit risk methodologies
. Experience in managing and delivery of trading platforms for Treasury products on a global scale, integrated within the organizations treasury product systems.
. Strong team player with excellent communication & inter-personal skills.
. Strong problem solver who can question and understand proposed solutions and business drivers.
Job ID: 145506177