Techno-Functional - Fusion Risk (KGR, MR VaR & FRTB) -Treasury Support Developer
About the role
• Programmer/Analyst for design, development, testing, rollout and implementation. • Analysis, Design & Development of software solutions, • participate in development of technical specifications. • Fair Product knowledge of various treasury products like FX, Money Markets, Capital Markets, Derivatives ( FX, IR, Equity & Commodity) . • Subject Matter Expert (SME) in Fusion Risk. • Fair knowledge and hands on experience on Fusion Kondor FO module. • Hands-on experience in implementing various risk functions in Fusion Risk Module (Market & Credit ) - FRTB, PEF, VaR, IRRB, CVA, Collateral management ( IM, VM), LCR, NSFR etc... • Fair knowledge of functionalities like Financial reports, Position and P&L reports and mechanisms, yield Curves - setup and usage in various instruments • Good Knowledge in payment messages
SWIFT
standards (ISO 20022) and payment validation workflow configuration • Custom development: Evaluation of additional requirements of screen layouts and data captures through Addition / Modification of various “Kustom” windows and procedures. • Strong Analytical & Logical skills • Good Knowledge of SQL & shell scripting, Linux, Sybase ASE, XML • Knowledge of standard