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Market risk/ FRTB BA

AT Infosys
Infosys

Market risk/ FRTB BA

Sydney, Australia

About Us:

Infosys is a global leader in next-generation digital services and consulting. We enable clients in more than 50 countries to navigate their digital transformation. With over four decades of experience in managing the systems and workings of global enterprises, we expertly steer our clients through their digital journey. We do it by enabling the enterprise with an AI-powered core that helps prioritize the execution of change. We also empower the business with agile digital at scale to deliver unprecedented levels of performance and customer delight. Our always-on learning agenda drives their continuous improvement through building and transferring digital skills, expertise, and ideas from our innovation ecosystem.

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Location- Sydney, Australia

Salary - AUD 108,571- 119,893 (Annual Gross)

Please Note:- The above salary range is only indicative and maybe subject to suitable enhancements, based on internal company processes.

Roles and Responsibilities:
  • Strong understanding & knowledge of Market Risk.
  • Hands-on implementation experience and knowledge of FRTB-SA & FRTB-IMA.
  • Managing requirements from market risk business, front office, Quants & other stakeholders of the bank.
  • Experience in working with business & technology stakeholders during requirement workshops, design, development, testing & implementation phases.
  • Work on FRTB implementation technical solution design together with the wider business & technology teams.
Mandatory Skills
  • Atleast 10-12 years of experience as a Business Analyst in Financial Risk Mgmt domain.
  • Atleast 2 years of experience in implementing FRTB-SA capital calulation solution.
  • Good understanding of FRTB-SA Captial calculations including Sensitivity Based Capital charge (SBA), Default Risk charge (DRC) & Residual Risk Add-On's (RRAO).
  • Good understanding & knowledge of market risk condepts such as VaR, SVaR, Backtestinf, MTM, Sensitivities, Scenario Analysis, Stress testing.
  • Good understanding of Market Data concepts (Volatilities, Curves etc).
  • Previous experience with financial markets technology teams or working with Front Office teams.
  • Hands-on experience in MS SQL server studio to perform data modelling.
  • Experience as a liasion function between business and technical teams.
  • Strong communication skills with business stakeholders & Quant teams. Should be able to lead the discussions & advise solution outcomes.
  • Strong organisational skills.
  • Strong ability to analyze and summarize details.
  • Self sufficient & pro-active in sourcing information/requirements.
  • Experience with cloud platforms such as AWS, Azure etc.
  • Strong SQL and database design.
  • Positive and team-oriented attitude and should be able to work as a team.
Preferred Skills
  • Strong communication skills, both written and verbal.
  • Highly motivated self-driven with a positive attitude.
Additional Skills
  • Excellent customer facing skills
  • Excellent written and verbal communication skills
  • Strong attention to detail and outstanding analytical and problem-solving skills.

All aspects of employment at Infosys are based on merit, competence and performance. We are committed to embracing diversity and creating an inclusive environment for all employees. Infosys is proud to be an equal opportunity employer.

At Infosys, we recognize that everyone has individual requirements. If you are a person with disability, illness or injury and require adjustments to the recruitment and selection process, please contact our Recruitment team for adjustment only on Infosys_ta@infosys.com or include your preferred method of communication in email and someone will be in touch.

Please note in order to protect the interest of all parties involved in the recruitment process, Infosys does not accept any unsolicited resumes from third party vendors. In the absence of a signed agreement any submission will be deemed as non-binding and Infosys explicitly reserves the right to pursue and hire the submitted profile. All recruitment activity must be coordinated through the Talent Acquisition department.

EOE/Minority/Female/Veteran/Disabled/Sexual Orientation/Gender Identity.

Client-provided location(s): Sydney NSW, Australia
Job ID: Infosys-123403BR
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • Health Insurance
    • Life Insurance
    • HSA
    • Short-Term Disability
  • Parental Benefits

    • Birth Parent or Maternity Leave
    • Non-Birth Parent or Paternity Leave
    • On-site/Nearby Childcare
  • Office Life and Perks

    • Commuter Benefits Program
  • Vacation and Time Off

    • Paid Vacation
    • Paid Holidays
    • Personal/Sick Days
    • Sabbatical
  • Financial and Retirement

    • 401(K)
    • Relocation Assistance
  • Professional Development

    • Learning and Development Stipend
  • Diversity and Inclusion

    • Employee Resource Groups (ERG)