Job: Project Manager

Contract Duration: 5+ Month

Location: Irving, TX(Hybrid)

Required Skills & Experience

• Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modeling and the assimilation of data into a working product.
• Large-scale project management skills spanning risk and technology.
• Ability to work well with cross-functional teams from Business, Credit, Operations and Compliance.
• Strong written and verbal communication skills.
• Sound risk and business judgment.
• Stress testing skills are essential, and instrument modeling skills are desirable.
• Strong Excel skills ideally incorporating VBA (Visual Basic for Applications).

Desired Skills & Experience

• Programming skills in Python, R, or other statistical languages

What You Will Be Doing

• Develop and enhance tools for the measurement, monitoring and management of counterparty exposure including PFE, risk capital, wrong-way risk, and stress testing.
• Actively liaise with sales trading, CVA, and market risk managers to ensure comprehensive coverage of counterparty and liquidity risk measures across all derivatives and financing products.
• Closely work with Quantitative risk and Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas.
• Work with business managers and In-Business Risk teams on margin model development, new product approvals, and real-time monitoring and controls.
• Monitor client portfolios to ensure that risks are controlled - primarily credit risk arising from market-sensitive exposure and liquidity risk, but also documentation, legal,l and reputational risks.
• Perform daily and weekly risk analysis and reporting on existing client portfolios as well as customized risk analysis on new client portfolios.
• Communicate key findings to senior management and act as the chair for CCR and in-business risk forums as appropriate.
• Put together presentations and documents for internal and external use on various topics including describing the functions of the Risk Group, stress methodologies, and summarizing risk issues.
• Analyzing control environment including periodic review of the control environment, vetting of new systems, processes, policies, and procedures associated and related to market and/or credit risk, and ensuring they are in sync with market practices.