System Analyst / Software Engineer - AVP

Risk Confidence (RCO ALMS) is an integrated platform for the calculation and analysis of Fund Transfer Pricing, Liquidity Risk and Interest Rate Risk for the company Group. The system generates risk metrics used by Head Office and Overseas offices under Asset‑Liability Management (ALM) to meet reporting requirements of regulatory authorities of several jurisdictions. In addition, the system also provides interface customisations, business logic configurations and simulation functionalities for internal Management reporting and position exposure deal management.

Risk Authority (RAY) calculates Credit Risk Risk‑Weighted Assets and generates Pillar I, II and III reports for meeting Basel III requirements. Credit Risk metrics are used for submission to regulators under different jurisdictions as well as for internal risk management.

Revision of ALM or Basel Credit Risk framework for a major busin...