Dexian · 5 hours ago

Treasury Risk Senior Manager

United States

Contract

Remote

Senior Level

$85/hr - $90/hr

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ConsultingHuman Resources

Hiring Manager

Anupam Sonkar

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Responsibilities

• 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.

• 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.

Qualification

Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.

FX risk managementTreasury functionsData analysisFRTB regulatory requirementsPythonSQLExcelAccessModel methodologiesGovernance frameworksRisk analyticsProject managementDocumentation skills

Required

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.

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.