FRTB PM Support

Contract: New York, New York, US

Salary: $102.00 Per Hour

Job Code: 352625

End Date: 2024-09-22

Job Status: Expired

This Job is no longer accepting applications
Extensive banking or Big 4 consulting experience is must have.
 
Position Details: 
 
Client: Banking 
 
Job Title: FRTB PM Support
 
Location: New York, NY 10013 (Hybrid) 
 
Duration: 6 Months + Possible extension 
 
Schedule: Shift hours: Basic Business Hours 
 
Start Date: ASAP      
 
Job Description: 
  • The role will be part of a core Price Risk Data Control Team charged with ensuring control aiming to achieve quality of data whilst managing timely execution of control deliverables in FRTB whilst supporting the lead executioner. 
  • The candidate must be an individual experienced in FRTB SA and IMA or general exposure in market risk and with sufficient knowledge level with respect to risk sensitivities (e.g. greeks) to be able to provide meaningful thinking and solutioning that are functional and sustainable. 
  • The candidate must also have technical skill to work with large set of data using sql, vba, or python. 
 
Primary Responsibilities: 
  • Manage the end to end market risk related control build testing of FRTB, starting with the Standardised Approach (SA) portion. The successful candidate will interface across multiple functions including PMO, quants, FO tech, risk tech, market risk mgmt, and finance. 
  • Design and execute control relating to data quality control based on direction given from lead designer 
  • Support control lead on assessment of existing controls design and seek where potential gap can be and drive the change for improvement 
  • Using sql, python, tableau, vba or equivalent tools to manage large set of data and produce spreadsheet based report or tool that will be used tactically with some degree of automation. 
  • Produce accurate and insightful project update materials (such as word, ppt), tailoring to various forums and committees 
  • Work closely with PMO team to help keep track various deliverables and milestones 
  • Manage internal and external dependencies across initiatives, including working closely with 1LoD (Trading, In-buisness risk, FO tech, quants) as well as 2LoD (market risk, risk tech, finance) teams 
  • Identify gaps, challenge others, and proactively seek to resolve or escalate risk and issues in a timely and well-articulated manner to the projects by engaging relevant stakeholders and PMs 
  • Produce accurate and insightful project update materials and artifacts used in weekly status update meeting 
  
Qualification: 
  • 10+ years of relevant financial industry experience at Tier 1 Bank or Big 4 consultancy firm 
  • Must have SA (Standardized Approach) experience and/or IMA (Internal Models Approach). 
  • Should have working knowledge of market risk, products (Rates, Credit, FX, Equities, Commodities.) 
  • Proficiency in Office Suite (especially Excel, Word, Powerpoint) 
  • Experience analyzing large datasets using SQL, Python, a must 
  • Ability to manage multiple priorities and deadlines effectively 
  • Data control experience is a plus 
  • Experience with BA / PM tools like JIRA, confluence, and Sharepoint is a plus 
  
Education: 
  • Bachelors/University degree must, Masters degree preferred 
  • Any certification (CFA, FRM) is a plus 
 
Job Requirement
  • FRTB
  • Project Manager
  • IMA
  • Standardized Approach
  • SQL
  • Python
  • Excel
  • Powerpoint
  • JIRA
  • Sharepoint
  • Fundamental Review of the Trading Book
Reach Out to a Recruiter
  • Recruiter
  • Email
  • Phone
  • Khushi Mehta
  • khushi.mehta@collabera.com
This Job is no longer accepting applications
Apply Now
close-icon

Collabera is a leading global digital talent solutions firm. For over 25 years, we have provided digital and IT talent services, direct placement and career advisement, global remote talent and learning solutions to transform and diversify workforces for the Fortune 1000 globally.

Consultant Login
About
Resources
Phones Email

Collabera is a leading global digital talent solutions firm. For over 25 years, we have provided digital and IT talent services, direct placement and career advisement, global remote talent and learning solutions to transform and diversify workforces for the Fortune 1000 globally.

Consultant Login

©2024 Collabera. All rights reserved.