Date Posted: 11/22/2024
Hiring Organization: Rose International
Position Number: 474818
Job Title: Project Manager
Job Location: Tampa, FL, USA, 33610
Work Model: Hybrid
Employment Type: Temporary
Estimated Duration (In months): 13
Min Hourly Rate ($): 80.00
Max Hourly Rate ($): 85.00
Must Have Skills/Attributes: FX rate / FX, Python, Risk Management, SQL, Treasury
***Only qualified Project Manager candidates located near the Tampa, FL area are to be considered due to the position requiring an onsite presence***
Qualifications:
• 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
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 the remediation of the firm-wide issue on governance & framework of non-structural FX Risk in the Banking Book. This will include defining methodologies for risk identification, establishing risk appetite/limits, and building consistent procedures & comprehensive controls.
Responsibilities:
• Collaborate with Finance CRO Risk, Treasury, Technology, various Business lines, Compliance, Model Risk, and Finance Controller teams in pulling together process/system flow 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 the gap in risk analytics reported in VaR
• Support the build of new governance, framework, and control processes for the management of FX Risk in the 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
**Only those lawfully authorized to work in the designated country associated with the position will be considered. **
**Please note that all Position start dates and duration are estimates and may be reduced or lengthened based upon a client’s business needs and requirements. **
Benefits:
For information and details on employment benefits offered with this position, please visit here. Should you have any questions/concerns, please contact our HR Department via our secure website.
California Pay Equity:
For information and details on pay equity laws in California, please visit the State of California Department of Industrial Relations' website here.