Techno-Functional - Fusion Risk (KGR, MR VaR & FRTB) -Treasury Support Developer

Position Overview

We are seeking a highly skilled and motivated Techno-Functional Specialist with expertise in Fusion Risk solutions, specifically in the domains of KGR (Key Global Risk), MR VaR (Market Risk Value at Risk), and FRTB (Fundamental Review of the Trading Book). This role is pivotal in supporting our Treasury operations by ensuring seamless integration, optimization, and compliance with advanced risk management frameworks. The ideal candidate will bridge the gap between technical implementation and functional requirements, driving efficiency and accuracy in risk assessment processes.

Key Responsibilities

• Risk Framework Implementation: Collaborate with cross-functional teams to deploy and configure Fusion Risk modules, including KGR, MR VaR, and FRTB, ensuring alignment with regulatory standards and internal policies.
• Technical-Functional Bridge: Act as a liaison between IT and business stakeholders to translate functional requirements into technical specifications, facilitating smooth system integration and customization.
• Risk Calculation & Validation: Oversee the accuracy and efficiency of risk calculations, including Value at Risk (VaR) methodologies, stress testing, and scenario analysis, while ensuring compliance with Basel III and other regulatory frameworks.
• System Optimization: Identify opportunities for process improvements, automation, and system enhancements to enhance the performance and scalability of Fusion Risk solutions within the Treasury environment.
• Regulatory Compliance: Stay abreast of evolving regulatory requirements, such as FRTB, and ensure that the organization’s risk management practices are fully compliant with global standards.
• User Training & Support: Provide guidance and training to end-users and stakeholders on the effective use of Fusion Risk tools, troubleshooting technical issues, and resolving functional queries.
• Reporting & Documentation: Generate comprehensive reports on risk exposures, system performance, and compliance metrics, maintaining detailed documentation for audit and regulatory purposes.

Qualifications & Skills

To excel in this role, candidates must possess a blend of technical proficiency and functional expertise in risk management. The following qualifications and skills are essential:

• Educational Background: A bachelor’s degree in Finance, Risk Management, Computer Science, Engineering, or a related field. Advanced degrees or professional certifications (e.g., FRM, PRM, CFA) are highly desirable.
• Technical Expertise: Hands-on experience with Fusion Risk platforms, risk calculation engines, and quantitative modeling tools. Proficiency in SQL, Python, or other programming languages is a plus.
• Risk Management Knowledge: In-depth understanding of KGR, MR VaR, and FRTB frameworks, including regulatory requirements such as Basel III, CRR, and other global standards.
• Analytical Skills: Strong analytical and problem-solving abilities to interpret complex risk data, identify trends, and propose actionable insights.
• Communication & Collaboration: Excellent verbal and written communication skills, with the ability to engage effectively with stakeholders at all levels, from technical teams to senior management.
• Project Management: Experience in managing end-to-end implementations, from requirements gathering to deployment, with a focus on delivering high-quality solutions within tight deadlines.

Why Join Us?

As a valued member of our team, you will have the opportunity to work on cutting-edge risk management solutions that drive strategic decision-making and safeguard our organization’s financial stability. This role offers a dynamic work environment, continuous learning opportunities, and the chance to make a significant impact in the Treasury domain. We are committed to fostering a culture of innovation, collaboration, and excellence, where your contributions will be recognized and rewarded.