Moody Market Risk Resource (Techno Functional Consultant)

We are looking for a Moody Market Risk Resource (Techno Functional Consultant) to support the weekly Moody's run and automation activities related to market risk RWA components. The individual will engage five days a week, with production runs scheduled over weekends, necessitating availability and operational ownership.

Responsibilities:

• Manage market risk data inputs, validation, sensitivity checks, and reconciliation of market risk RWAs as part of the weekly production cycle, including weekend runs.
• Investigate movements, validate model inputs, and coordinate with Finance and Technology teams for automation and control enhancements.

Mandatory Skills:

• Strong knowledge of the Standardized Approach for Market Risk, including interest rate risk, FX risk, equity risk, commodity risk, and regulatory capital calculations.
• Minimum of 5 years of relevant experience in capital reporting, Basel RWA calculations, or regulatory reporting within a banking environment.
• Experience with Moody's / RWA engines / Basel calculators and automation initiatives.

Nice-to-Have Skills:

• Familiarity with the Revised Standardized Approach (Basel III reforms) implementation, which is part of Phase 2 of the project.