FRTB Market Risk Implementation Consultant - IM, VM Fixed Income - Sydney

2 days left

Location
Sydney, New South Wales, Australia
Salary
Open based on Experience
Posted
30 Sep 2018
Closes
18 Oct 2018
Ref
3768782
Sector
IT
Contract type
Contract
Hours
Full time

Our client, a leading financial institution is looking for Senior Business Analysts / Implementation specialists experienced in the implementation of FRTB from a Market Risk business perspective for a new, high profile on-boarding project initiative.

Requirements / Responsibilities:

  • Experience with financial platform implementation projects
  • Financial products knowledge: Fixed Income.
  • Conduct design workshops and documenting scope for new projects as well as enhancement requests from existing clients.
  • Conduct initial gap analysis and writing as-is vs to-be documents as well as detailed business requirements documentation.
  • Initial and variation Margining.
  • Run client training sessions, UAT assistance and final go-live assistance.
  • Support development team as well as QA and testing teams as subject matter expert (SME) in all areas of market and credit risk measurement and management
  • Project Management (planning, budgeting, delivery) for new projects as well as for any enhancement projects to existing clients.
  • Ideal Certifications / Accreditations: IAS 39 or IFRS 9 hedge accounting.
  • Ideal knowledge: Valuation adjustments including CVA, DVA, FVA & EVA, SA-CCR, FRTB.

Technical skills (any / all):

Financial Platform exp. (any): Reval, Murex, Calypso, WallStreet Systems, ION Trading, Treasury Risk platforms.

General competencies:

Multiple full project life cycle experience (planning, budgeting, delivery).
Excellent communication, verbal and written.
An IT and/or finance related degree/diploma.

The ideal candidate: an Implementation specialist from any financial institution.

#BA #BusinessAnalyst #RM #Market Risk #CreditRisk #MarketRisk #Treasury #Risk #HeadgeAccounting #VaR #Margining #IAS39 #Murex #ION #Market View #Calypso #WSS

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