We are looking for a Market Risk MOA Consultant to support one of our customers, a major account in market finance (investment banking).

The application you will be working on is a market risk monitoring application fed by other upstream applications (risk indicators, repositories, risk limits, etc.). This application performs a calculation on the risk elements received and the “runtime” calculation of risk consumption, enabling users to validate them and send them to downstream systems.

At the same time, other projects are underway, such as the introduction of new risk indicators or regulatory issues (for the Emir and Dodd-Frank Act regulations, or relating to the introduction of FRTB, etc.).

Working directly with unit managers, users on the Risk side and IT teams, you will be responsible for :

• Project management with AGILE methodology
• Project planning (content, deadlines, costs, risks, quality)
• Project control and monitoring (communication, reporting, escalation of alerts, etc.)
• Project management
• Functional specifications
• Test phases: test strategy, test plan and recipe book (BDD)
• Change Management
• Application support and change management for users