Job Description

Market Risk Analyst
Non-Trading Market Risk Consultant - C13
Location: Tampa, FL (2 days onsite - Hybrid)
Duration: duration through Dec 2025

Intake call notes:
Must haves:
FX risk management
Hedging methodology
Balance sheet/Banking book
Data (Excel, Python)
International entities - (Non-Dollar entities)
 
Nice to Have:
FRTB regulations

General Notes
-Team provides second line oversight for trading market risk
-New project in flight collaborating with second like treasury team
-Some governance, lack of processes/standards, and project will be trying to assess these gaps and come up with best practices
-Someone should have a good understanding on FX risk methodologies, treasury functions like balance sheets, and good with data
-Should know balance sheet general functions
-Will be dealing with non-dollar international entities and liabilities
-Model methodologies and will be using modeling to execute analysis to find missing FX risks as needed
-FRTB regulation experience will be plus
-Tech skills ranked as importance: Excel, Python, some SQL skills would be plus
-Work will be very data and analytics driven role
-DOES NOT NEED PMO focused candidate 

Non-Trading Market Risk (NTMR) Management group, as a part of the Finance CRO organization, is responsible for independent risk management of non-trading market risk, including Interest Rate & FX Risk in the Banking Book as well as market risk management of Treasury Investments. It identifies, measures, and monitors non-trading market risks and it provides independent review and challenge to the first-line activities.
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.

Candidate must have:
• 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.
Candidates responsibilities will be to:
• 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.

Pay Range: $70 - $80/hour on W2

The specific compensation for this position will be determined by a number of factors, including the scope, complexity and location of the role as well as the cost of labor in the market; the skills, education, training, credentials and experience of the candidate; and other conditions of employment. Our full-time consultants have access to benefits including medical, dental, vision and 401K contributions as well as any other PTO, sick leave, and other benefits mandated by appliable state or localities where you reside or work.

Job Tags

Full time, Contract work,

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