Systems Programmer

• 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
. Develop stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques
. 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