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Project: Lead the organisation and roll-out of Fundamental Trading Book Review (FRTB) for Asia Pacific
Objectives: Organisation and management of regional governance, steering the regional working group. Support in the FRTB impacts analysis framework, review of key risks and scope (systems, data, processes) in coordination with business lines, risk, product control, finance and headquarters global team
Project Duration: min. 12 months starting Feb/Mar 2020
Key Requirements: good market risk or product control experience, global markets products knowledge (cash/derivatives), senior project management experience – FRTB experience a plus
SCOPE OF WORK
Review the current FRTB organisation on local, regional and global trading books (global markets) for Asia – across Equities, Fixed Income, Commo
Organise the regional governance and chair the regional working group combining front, risk, product control, finance and other relevant support functions across multiple Asian jurisdictions
Define and monitor the regional regulatory requirements and be in sync with head-office standards
Focus on Standard Model Approach (SMA) first – a second phase will be the adoption of Internal Model Approach (IMA)
Support the organisation development regionally, from Risk Appetite Framework to system / data / process impacts and deployment preparation, for the standard model approach (HKMA, MAS, ...)
Orchestrate the different technical needs and subject-matter experts support for VaR, P&L projections and stress-testing organisation
Review and monitor the business analysts in the requirements documentation. Follow the testing to assess residual operational and trading risks and opportunities in the FRTB organization.
Review the key dependencies, blocking points and mitigation solutions with the technical teams
Organise communication on risks, achievements and the tasks ahead with all key stakeholders; allocate and monitor efforts of the different teams
Support the regulatory reporting set-up for compliance with the future new standards locally and regionally
Adapt to the evolving scope of tasks ahead, with the programme managers
8+ years of Investment Banking experience
Good working knowledge of global markets products, lifecycles, pay-offs, hedging products and strategies
Good knowledge of FRTB international and Asia-Pacific requirements (HKMA, MAS, ...)
Senior experience in complex project management
Experience in regulatory projects, e.g. ICAAP, ILAAP, Recovery Planning, etc. including regulatory reportings
Exposure to stress-testing (risk and regulatory topics) a plus
Exposure to VaR, P&L projections, risk management practices (Market, Credit, Liquidity, Capital, Operational) a strong plus
Ability to adapt to an evolving scope of work
Agility in preparation and delivery of required tasks
Ability to organize efforts and retro-planning to anticipate blocking points and hard deadlines
Comfortable working with different banking departments including Front Office teams, multi-jurisdictions
Efficiently working under pressure
Fluency in English
Join the adventure
Do you want to join a successful entrepreneurial consulting firm and actively team up on projects that have a real impact on financial services industry? Do you want to join our crew of passionate people who invest in expertise and R&D, share experience among communities and network at our monthly meetings or client events? Do you want to join the adventure? Send your application to our Regional HR Manager at firstname.lastname@example.org
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