Risk Consultant

Software Guidance & Assistance, Inc., (SGA), is searching for a Risk Consultant for a contract assignment with one of our premier financial services clients in Tampa, FL.

Responsibilities :

• 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.
• 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.
• 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.

Required Skills:

• 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.

SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at .

SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company to request an accommodation or assistance regarding our policy.

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