Job Description

Position Details:

Client: Banking

Job Title: FRTB PM support

Location: New York, NY 10013

Duration: 6 Months + Possible Extension

Schedule: Mon-Fri : Std 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 MS 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:

Recruiter

Phone

Taniya Kurmatkar

taniya.kurmatkar@collabera.com

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