Treasury Risk Senior Group Manager

1 month ago


Tampa, United States TSR Consulting Services, Inc. Full time

Our client, a leading financial services company is hiring a Treasury Risk Senior Group Manager on a long-term contract basis.

Job ID 81047


Work Location:

Tampa, FL

Summary:

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.

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.

Required Skills:

  • 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.


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