Position Details  

Client: Banking  

Title: Risk Manager 

Location: Tampa, FL 33610 (Hybrid)  

Duration: 12 months + Possible extension  

Schedule: Shift hours: Basic Business Hours  

Start Date: ASAP 

Pay Range: $72/hr - $75/hr

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 remediation of firm-wide issue on governance & framework of non-structural FX Risk in Banking Book.  

• This will include defining methodologies for risk identification, establishing risk appetite/limits, and building consistent procedures & comprehensive controls. 

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. 

Responsibilities: 

• Collaborate with Finance CRO Risk, Treasury, Technology, various Business line, Compliance, Model Risk, and Finance Controller teams in pulling together process/system flows and getting a good understanding of the data points. 

• Perform deep analyses of the balance sheet exposures related to FX and develop. methodologies to quantify the open risk and extent of gap in risk analytics reported in VaR. 

• Support the build for new governance, framework, and control processes for management of FX Risk in 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.