Moody's Analytics | 6 to 12 years | Pune
Capgemini
2 - 5 years
Pune
Posted: 1/13/2025
Job Description
Job Description
Implementation of the Interest Rate Risk in the Banking Book (IRRBB) under the regulations of the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA) Implementation of MAS Market Risk Returns Implementation of internal interest rate risk metrics including interest rate gap, PV01 and non-regulatory Net Interest Income (NII) scenarios Implementation of Fund Transfer Pricing (FTP) Implementation of reports adjustments and approval workflow Implementation of General Ledger pre-reconciliation and post-reconciliation Moodys implementation expertise for the RCO software with hands on experience in the area of implementation, configuration, and upgrade of liquidity software solutions. Assist clients in all the stages of RCO product implementation for the ALM FTP module including the belowGap analysis and data mappingBusiness requirement gathering and confirmationSpecification Documentation and walkthrough with client Product configuration.Functional specification of custom functionalityTesting (UAT variance analysis and investigations)Conduct Functional training
Primary Skill
Implementation of the Interest Rate Risk in the Banking Book (IRRBB) under the regulations of the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA) Implementation of MAS Market Risk Returns Implementation of internal interest rate risk metrics including interest rate gap, PV01 and non-regulatory Net Interest Income (NII) scenarios
About Company
Capgemini is a global leader in consulting, technology services, and digital transformation. Headquartered in Paris, France, Capgemini provides a wide range of services, including IT consulting, managed services, business process outsourcing, and digital transformation solutions. With over 360,000 employees across more than 50 countries, the company focuses on helping organizations innovate and transform their businesses to remain competitive in a rapidly changing digital landscape. Capgemini is known for its expertise in cloud computing, AI, cybersecurity, and other emerging technologies, working closely with clients to develop sustainable and cutting-edge solutions.
Services you might be interested in
One-Shot Campaign
Reach out to ideal employees in one shot!
The intelligent campaign for reaching out to the ideal audience to whom you can ask for help (guidance or referral).