Grow your career as a FRTB Project Management Support with an innovative global bank in New York, NY. Contract role with strong possibility of extension. Will require working a hybrid schedule 2-3 days onsite per week.
Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.
Contract Duration: 12+ Months
Required Skills & Experience
- Bachelor's degree.
- 10+ years of financial industry experience at a Tier 1 Bank or other financial institutions or consulting with Big 4.
- Experienced BA consultant with FRTB work experience or other market risk exposure.
- Experience with Tableau for building ad hoc reports.
- Experienced in FRTB SA (Standardized Approach) and IMA (Internal Models Approach) 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.
- Experience with B2.5.
- Technical skill to work with large set of data using SQL, VBA, or Python.
- Working knowledge of market risk, products (Rates, Credit, FX, Equities, Commodities).
- Proficiency in MS Office Suite (especially Excel, Word, PowerPoint).
Desired Skills & Experience
- Master's degree.
- Experience with BA/PM tools like JIRA, Confluence, and SharePoint.
- Python experience.
- Data control experience.
What You Will Be Doing
- Build and execute risk related control deliverables in FRTB (Fundamental Review of the Trading Book), supporting the lead executioner.
- Perform in-depth data analysis and building of ad hoc control exceptions reports.
- Responsible for operating the control including identifying exception, raising JIRA, managing issues with remediation owners such as technology and quants, reporting exceptions in governance forums.
- Support the development of market risk-related controls for FRTB SA (Standard Approach) and FRTB IMA (Internal Models Approach) by leading the control build workstream, supervised by the control lead.
- Engage and collaborate with the central project management team to track control build status and its deliverables and milestones.
- Maintain robust interactions with stakeholders across multiple groups: central project management, business, in-business risk, quants, tech, market risk management, and finance teams.
- Work with large data sets and extract control exceptions related data using SQL and build various exceptions ad hoc reports using Tableau.
- Review control reporting processes, identify potential area for automation (i.e., Python) or other improvements.
- Operate control exceptions remediation cycle: identification, root cause analysis, remediation, reporting, and monitoring with stakeholders.
- Prepare accurate and insightful control and its metric related slides tailored for various forums and committees.
- Identify gaps, challenge others, and proactively resolve or escalate risks and issues in a timely manner.