Hydrogen Group are currently looking for a Project Manager for a role based in London. The role is a contract role that will be for an initial 6 months but there are potential extensions after that period. There would be an expectation for the successful candidate to be onsite 2 days per week and the office is based in Central London. The role is paying up to £550 per day inside of IR35.
The role holder will primarily act as an equity asset class lead related to the FRTB delivery of SA, IMA and end to end infrastructure delivery. The role requires a candidate with an experienced equity background and should have excellent knowledge and understanding of Market Risk and FRTB.
Essential Skills required
· The role requires a candidate with an experienced equity background and excellent understanding of equity market risk Value at Risk (VaR).
· Knowledge of Basel 3 FRTB requirements
· Detailed knowledge on trading business & products, risk methodology and regulatory framework. Specifically expertise in all Asset class product types, Counterparty risks, Market risks, Cross-Risks, trade characteristics and hedging strategies
· High degree of understanding of Traded Risk (Market or Counterparty Risk) terminology and concepts - exposure calculation approaches, Traded Risk Internal Controls framework, Basel II & III
· Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
· Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
· Able to understand and document processes using data flow diagrams
· Experience in risk system development cycles and working with Risk Technology departments.
· Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
· Understanding of how projects are delivered, including project lifecycle
· High level of expertise in Excel & Access (VBA level), SQL, PowerPoint, Visio