Job Description

Application Development & Support - Application Development is responsible for the development, modification, maintenance, and support of all applications for the firm, including both internal and external products. The Application Development focus specializes in planning, designing, and developing software systems (e.g., middleware, legacy, mainframe) and applications. Developers design, code, test, debug, and document program requirements, working with architects, product managers, and end-users in the development and enhancement of applications.

The Technology function is responsible for activities related to the strategic direction and control of all information systems and technology capabilities, both internally and externally. Includes system design and programming, network planning, budget planning, database management, and computer operations.

• Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation.
• Previous experience on implementing Fundamental Review of Trading Book (FRTB SA and IMA) SIMM(Standard Initial Margining Model), xVA is preferred.
• Other good to have skill sets include margining, collateral or related credit risk methodologies
• Candidate must have thorough understanding of regulation on "Minimum requirement of Market Risk capital charge"
• Must have working understanding of Murex module: MRE, MRA, Murex Limit Controller, Simulation and pricing modules
• Experience in managing and delivery of trading platforms for Treasury products on a global scale, integrated within the organizations treasury product systems.
• Strong team player with excellent communication & inter-personal skills.
• Strong problem solver who can question and understand proposed solutions and business drivers.
• Strong organizational and leadership skills