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 .

Requirements

• 4+ years of experience working with Moody’s ALM, RiskConfidence, RiskAuthority, or IRRBB platforms .
• Strong understanding of Asset & Liability Management (ALM) , Liquidity Risk , and Interest Rate Risk in the Banking Book (IRRBB) .
• Expertise in Funds Transfer Pricing (FTP) principles and configuration.
• Hands-on experience with SQL , ETL tools , and data integration frameworks.
• Good knowledge of banking products (loans, deposits, derivatives) and their risk / behavioral modeling aspects.
• Technical proficiency in Unix / Linux environments (preferred).
• Strong analytical, problem-solving, and communication skills.
• Ability to work independently and manage multiple priorities in a fast-paced consulting environment.

Preferred Qualifications :

• Moody’s platform certifications (if available)
• CFA / FRM / PRM certifications (advantageous but not mandatory)
• Previous project experience in Middle East banks or financial institutions (bonus)