Moody Market Risk Resource (Techno functional consultant)

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Abu Dhabi, United Arab Emirates

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Moody’s

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BCM Industry

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25/03/2026

Req. VR-121905

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Project description

We are looking for Moody Market Risk Resource (Techno functional consultant)

Responsibilities
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A dedicated Market Risk resource is also required to support the weekly Moody's run and automation activities relating to market risk RWA components.

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The resource is expected to be engaged five days a week, with production runs scheduled over weekends, requiring availability and operational ownership.

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The resource will be responsible for market risk data inputs, validation, sensitivity checks, and reconciliation of market risk RWAs as part of the weekly production cycle, including weekend runs.

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The role will also involve investigation of movements, model input validation, and coordination with Finance and Technology teams for automation and control enhancements.

Skills

Must have

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The individual must have strong knowledge of the Standardized Approach for Market Risk, including interest rate risk, FX risk, equity risk, commodity risk, and regulatory capital calculations.

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The individual should have a minimum of 5 years of relevant experience in capital reporting, Basel RWA calculations, or regulatory reporting within a banking environment with experience in Moody's / RWA engines / Basel calculators and automation initiatives.

Nice to have

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this project also has Phase 2 of the project planned which includes Revised Standardized Approach (Basel III reforms) implementation.

Other
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Languages

English: A1 Beginner

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Seniority

Regular

Abu Dhabi, United Arab Emirates

Req. VR-121905

Moody’s

BCM Industry

25/03/2026

Req. VR-121905

Apply for Moody Market Risk Resource (Techno functional consultant) in Abu Dhabi

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