US Citizen
Green Card
Corp-Corp
Consulting/Contract
UG :- - Not Required
PG :- - Not Required
No of position :- ( 1 )
Post :- 25th May 2022
Description:
Identify Forex & treasury related Business, Regulatory, Credit Risk, Market Risk & Capital requirements & changes that impact the banks / financial institutions and implement effective and efficient processes to manage risks and ensure compliance.
Reporting to Program Manager / Client Mangers
Skill
Years of Exp
Self-Rating (1-10)
Credit risk
Market Risk
Job Details:
Ability to identify, interpret and perform data analysis and impact assessment of forex transactions / events for deals, collateral models, netting / eligibility concepts and relate to regulatory requirements like Basle, BCBS, Dodd Frank, DFAST etc.
The candidate must have a good understanding of traditional risks like Credit, Market, Operational and computations for regulatory capital, RWA, PD, LGD, FRTB, SA, IMA, CECL etc.
Ability to work in key areas of operations, risk management / Regulatory reporting like credit risk, market risk, regulatory capital etc to perform gap assessment between source systems and downstream consuming data stores, perform data analysis, understand data models & lineage, design a recommended future state, and outline implementation strategy.
Work with other business analysts (e.g. Operations, Change management team) on firm wide initiatives and participate in the Front to Back User testing / regression testing.
Assist with production support activities, when necessary, to help identify and resolve escalated production issues
Ensure all IT delivery conform to SDLC standards.
Required Skills: (please list)
Strong understanding and expertise of US, regulations relating to risk management and regulatory compliance with focus on
Good understanding of credit risk & market risk life cycle
Risk Data Aggregation / Regulatory Reporting.
General understanding of OCC, FRB Risk pillars and regulatory framework example credit risk, market risk, operational risk, CCAR, Basel,
Prior experience of working in Forex, trade life cycle, treasury departments of a banking / capital markets company.
Understanding of the U.S. Banking and Securities industry and experience working with forex instruments, OTC derivatives, Options & Futures, collateral modeling, and concepts of netting / eligibility
Proficiency in data analysis, data modelling, Oracle SQL and MS Excel
SDLC and IT BA experience is mandatory
Ability to work with senior stakeholders and business sponsors
5 or more years of experience in Risk management (Retail & Commercial Credit, trade life cycle, settlements, OTC derivatives, futures & options) with general understanding of lifecycle of Risk process and preferred subject matter expertise in one or more risk pillars
Experience in working in either Second line, First line Risk management or Risk Audit as an auditor or external auditor
Relevant experience of 5 years in banking and capital markets domain specially in Forex & treasury.
Open to new learning and executing hands on without reportees.