Risk Confidence (RCO ALMS) is an integrated platform for the calculation and analysis of Fund Transfer Pricing, Liquidity Risk and Interest Rate Risk for OCBC Group. The system generates risk metrics used by Head Office and Overseas offices under Asset-Liability Management (ALM) to meet reporting requirements of regulatory authorities of several jurisdictions. In addition, the system also provides interface customizations, business logic configurations and simulation functionalities for internal Management reporting and position exposure deal management.
Risk Authority (RAY) calculates Credit Risk Risk-Weighted Assets and generates Pillar I, II and III reports for meeting Basel III requirements. Credit Risk metrics are used for submission to regulators under different jurisdictions as well as for internal risk management.
Revision of ALM or Basel Credit Risk framework for a major business entity/jurisdiction generally impacts these systems due to their centralized nature. Furthermore, changes in financial products or banking systems often involve regression, for both technical and business objectives.
From a high-level architecture perspective, data, business logic and UI layers for both systems are built on technology stacks hosted on Solaris, Linux and Windows servers. Batch automation/management is built on Control-M software, which integrates processes across systems and interfaces.
RCO/RAY Software Engineering role is essential in supporting and delivering technology solutions for various business initiatives, whether originating from Risk Management or Business channels. This position demands domain expertise and depth, independent stakeholders engagement and adaptability to dynamic environments.
Key activities and responsibilities:
Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.