IRRBB Analyst
Luxoft is a global leader in high-end software development.
Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
IRRBB Analyst
Miejsce pracy: Warsaw
Nr Ref.: VR-38157
Responsibilites
- Conduct detail analysis on the available data, functionality, and result in the platform to ensure compliance to internal and regulatory IRRBB policy. Document the gaps when applicable and follow up until closure.
- Support the definition of configuration design that promotes standardisation, flexibility, and scalability of the methodology implementation in the platform.
- Support the embedment of IRRBB methodology implementation in the platform by ensuring the accuracy and completeness through validation of the result and training.
- Successful Candidate will participate in comprehensive 2-week structured training program which will equip the Candidate with required knowledge to successfully execute their assigned scope of work.
We offer
The objective of this role is to provide support on the overall implementation of Interest Rate Risk in Banking Book (IRRBB) policy in Balance Sheet Management (BSM) vendor platform and support the embedment of IRRBB metrics for Treasury users. The candidate is expected to conduct detail analysis on understanding IRRBB methodology and validate the available calculation functionalities and result in the platform to ensure compliance to internal and regulatory IRRBB policy and ensure the standardisation of the implementation. This candidate is also expected to write up the implementation methodology document including gaps (data/calculation) to be followed up until closure.