FRTB Market Risk Project Manager

  • Locatie

    London, England

  • Sector:

    Banken & Financial Services

  • Soort contract:

    Contract

  • Salaris:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Email:

    trdaxtraadresp@thesrgroup.com

  • Job ref:

    PCH - Risk_1615910166

  • Gepubliceerd:

    2 maanden geleden

  • Termijn:

    2021-04-15

  • Startdatum:

    ASAP

  • Consultant:

    #

My client, a Top Tier Investment Bank is looking for a FRTB IMA Project Manager to join their Traded Risk Transformation team. This is a contract role based in London.

Responsibilities:

  • Primarily act as a lead across the FRTB IMA planning and execution agenda for Traded Risk
  • Implementation of strategic applications as well as BAU project activities to ensure the highest level of data quality and integrity for Risk Management and to comply with Regulatory commitments.

Requirements:

  • Knowledge of Basel 3 FRTB requirements
  • Detailed knowledge on trading business & products, risk methodology and regulatory framework. Specifically expertise in all Asset class product types, Counterparty risks, Market risks, Cross-Risks, trade characteristics and hedging strategies
  • High degree of understanding of Traded Risk (Market or Counterparty Risk) terminology and concepts - exposure calculation approaches, Traded Risk Internal Controls framework, Basel II & III
  • Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
  • University graduate in Finance, computer science or numerated related disciplines
  • Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
  • Able to understand and document processes using data flow diagrams
  • Experience in risk system development cycles and working with Risk Technology departments.
  • Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
  • Understanding of how projects are delivered, including project lifecycle
  • High level of expertise in Excel & Access (VBA level), SQL, PowerPoint, Visio

For more details, please get in touch with your CV at phoebecheung@taylorroot.com

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