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

Sydney, New South Wales, Australia
Open based on Experience
30 Sep 2018
24 Oct 2018
Contract type
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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