We need to incorporate –ALM/Liquidity Riskpro Expert our client in Belgium.
Requirements:
- Analysis of business requirements and translation towards application design and configuration for ALM
- Challenger role during business discussions on ALM towards both Treasury & Risk
- Ability to translate business requirements related to behavioral modelling & Dynamic simulations into performant java code algorithms
- Java code review & sounding
- Testing & debugging of FAT, QAT and UAT test results
- Ability to guide business through UAT results and provide proper explanation
- Gatekeeper for testing of incoming Rainbow data feeds towards parallel runs for ALM analytics
- Act as SME on the application
- Act as Principal on the ALM stream being able to guide both FA and TA’s
- Status reporting towards sub-epic business & reporting PM
- Assist current Cognizant resource in finalizing Functional Analysis on key daily Liq reports
- Assist if needed in construction of reports using JXLS
- Testing & debugging of the reports
- Challenger role in strategic discussions ongoing with regards to ALM future strategy (continuation of TALTA wave 1 functional workshops)
- Translate the above into the “single model” set-up of Riskpro
- Riskpro configuration + sounding
- Translation of model inventory where needed into Java algorithms to be implemented in Riskpro
- Packaging of Java code into the Riskpro GUI
- Riskpro Configuration + Sounding
- FAT, QAT and UAT testing + guidance towards business
- Training business users
Needed Skills:
- Senior Profile, 5+ years of relevant experience in several business & IT project related to Liq/ALM
- Deep knowledge of financial instrument & Markets
- In-dept understanding of Treasury & Risk function within a Financial institution. Preferably having worked at a FI.
- Experience & knowledge in following areas: Liquidity, Asset & Liability management, Behavioral modelling, Dynamic Simulations,
- Prior experience on the Riskpro tool in the area’s of ALM, Liquidity, FTP
- Good analytical skills
- Good knowledge of Java programming language, knowledge of Riskpro Java libraries
- Good communication skills
- Result orientedr
- Ability to work independently
- Team player
| LANGUAGE | English |