Treasury Risk Senior Group Manager
4 days ago
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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