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

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

In parallel, other projects are underway such as the implementation of new risk indicators or regulatory topics (for the Emir Regulation and Dodd-Frank Act or relating to the implementation of FRTB …).

In direct contact with unit managers, risk-side users and IT teams, you will be in charge of:

• Project Management with the AGILE methodology
• Project planning (content, deadlines, costs, risks, quality)
• Control and follow-up of the project (communication, reporting, escalation of alerts…)
• Project Management
• Functional specifications
• Test phases: test strategy, test plan and recipe book (BDD)
• Change Management
• Application support and change management with users