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.
Mandatory Skills Description:
- 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 Skills Description:
- This project also has Phase 2 of the project planned which includes Revised Standardized Approach (Basel III reforms) implementation.
