PCH - Risk_1615910166
5 months ago
My client, a Top Tier Investment Bank is looking for a FRTB IMA Project Manager to join their Traded Risk Transformation team. This is a contract role based in London.
- Primarily act as a lead across the FRTB IMA planning and execution agenda for Traded Risk
- Implementation of strategic applications as well as BAU project activities to ensure the highest level of data quality and integrity for Risk Management and to comply with Regulatory commitments.
- Knowledge of Basel 3 FRTB requirements
- Detailed knowledge on trading business & products, risk methodology and regulatory framework. Specifically expertise in all Asset class product types, Counterparty risks, Market risks, Cross-Risks, trade characteristics and hedging strategies
- High degree of understanding of Traded Risk (Market or Counterparty Risk) terminology and concepts - exposure calculation approaches, Traded Risk Internal Controls framework, Basel II & III
- Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
- University graduate in Finance, computer science or numerated related disciplines
- Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
- Able to understand and document processes using data flow diagrams
- Experience in risk system development cycles and working with Risk Technology departments.
- Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
- Understanding of how projects are delivered, including project lifecycle
- High level of expertise in Excel & Access (VBA level), SQL, PowerPoint, Visio
For more details, please get in touch with your CV at email@example.com
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.