Project Manager - FRTB, Risk, Data, Excel, Python

Currently, we are looking for talented resources for one of our listed clients. If interested please reply to me with your updated resume or feel free to reach out to me for more details at (949) 889-0336

Title: Project Manager - FRTB, Risk, Data, Excel, Python
Location: Tampa, FL 
Duration: 12 Months
 
Job Description:

• Non-Trading Market Risk (NTMR) Management group, as a part of the Finance CRO organization, is responsible for independent risk management of non-trading market risk, including Interest Rate & FX Risk in the Banking Book as well as market risk management of Treasury Investments. It identifies, measures, and monitors non-trading market risks and it provides independent review and challenge to the first-line activities.
• The consultant resource will provide support for the remediation of the firm-wide issues on governance & framework of non-structural FX Risk in the Banking Book. This will include defining methodologies for risk identification, establishing risk appetite/limits, and building consistent procedures & comprehensive controls.

Candidate must have:

• Thorough understanding of FX risk management & hedging methodologies.
• In-depth knowledge of treasury functions and balance sheet management.
• Knowledge of FRTB regulatory requirements (new regime for FX risk capitalization).
• Expertise in data analyses (Python/SQL/Excel/Access).
• Relevant experience in model methodologies.

The candidate’s responsibilities will be to:

• Collaborate with Finance CRO Risk, Treasury, Technology, various Business lines, Compliance, Model Risk, and Finance Controller teams to gather process/system flows and understand the data points well.
• Perform deep analyses of the balance sheet exposures related to FX and develop—methodologies to quantify the open risk and extent of the gap in risk analytics reported in VaR.
• Support the build of new governance, framework, and control processes for the management of FX Risk in the Banking Book.
• Ensure appropriate documentation including updating/creating new Policies, Procedures, and Standards to memorialize the new governance structures.
• Manage the project efficiently by logging, tracking, and escalating issues through their lifecycle.

About us:
At our organization, we take our mission and values to heart! We are on a mission to offer more and better jobs all over the world! Our goal is to care for you while you care for our clients and get you paid the highest pay possible. All our associates working with us are expected to embrace our RACE values: R - Results Matter, A- Approachable, C - Care, and E - Emergency i.e. work with a sense of urgency.

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