Project Manager

Job Summary

A company is looking for a Project Manager to support the remediation of governance and framework for non-structural FX Risk in the Banking Book.

Key Responsibilities

• Collaborate with various teams to understand data points and process/system flow
• Perform analyses of balance sheet exposures related to FX and develop risk quantification methodologies
• Manage the project by logging, tracking, and escalating issues throughout their lifecycle

Required Qualifications

• Thorough understanding of FX risk management and hedging methodologies
• In-depth knowledge of treasury functions and balance sheet management
• Knowledge of FRTB regulatory requirements for FX risk capitalization
• Expertise in data analyses using Python, SQL, Excel, and Access
• Relevant experience in model methodologies