- FRTB Lens: Ready the project for the FRTB standardised approach, ensuring in-flight work on FX sensitivities is accurate.
- Risk Management: Ensure the trader risk view is accurate for effective risk management.
- Experience: Extensive experience in front-to-back processes across markets, market risk, and finance.
- Domain Knowledge: Expertise in the FRTB domain, particularly FX Delta.
- Asset Classes: Knowledge across rates, equities, markets treasury, currencies, and commodities.
- Regulatory Understanding: Strong understanding of SA and IMA under FRTB and how they align with regulations.
- Proactive Leadership: Ability to drive analysis and take ownership of delivery across front office businesses.
If you are a proactive and experienced project manager with a strong background in market risk and finance, we would love to hear from you