Technical Consultant ( Moody's IRRBB ALM and FTP Solutions)

We are seeking a skilled Technical Consultant with strong expertise in Moody’s, IRRBB, Asset & Liability Management (ALM), and Funds Transfer Pricing (FTP) solutions.

The ideal candidate will play a critical role in implementing and customizing Moody’s risk management platforms, supporting regulatory compliance, and enabling strategic balance sheet management for our banking clients.

Key Responsibilities:

• Lead and support implementation, customization, and configuration of Moody’s IRRBB, ALM, and FTP solutions for banking clients.
• Engage with client stakeholders to gather requirements, design solutions, and deliver technical configurations aligned with business needs.
• Integrate banking source systems with Moody’s platforms using ETL processes, SQL scripting, and data mapping.
• Develop and optimize Funds Transfer Pricing models based on client-specific requirements (e.g., matched maturity, liquidity premiums).
• Conduct gap analysis, data validation, and model calibration for Interest Rate Risk and Liquidity Risk reporting.
• Provide technical troubleshooting, system upgrades, and patch deployments in collaboration with internal and client teams.
• Create technical documentation, including solution design documents, configuration guides, and user manuals.
• Train business users and IT teams on platform functionality, usage, and best practices.
• Ensure solutions meet regulatory requirements such as Basel III (LCR, NSFR) and local central bank guidelines.