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

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.

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