Job Description

Reference # : 21-00909Title : Libor Transition Program Lead
Location : New York, NY
Position Type : Contract
Experience Level : Start Date / End Date : 07/12/2021 / 01/11/2022
Description
Description:
Libor Transition Program Lead

This role is to be part of central LIBOR Transition Program Team, reporting to the FTTR (Finance, Tax, Treasury, Risk) LIBOR Transition Program Manager.

Responsibilities:
o Central LIBOR Transition GFT (Global Functions Technology Services) role will be responsible for workstream support and LIBOR system and data review and analysis across impacted areas
o Work with the GFT technology to assist with defining, planning, and overseeing GFT technology enhancements in response to LIBOR transition, including front office, finance, treasury and risk data flows of LIBOR and new alternative rates covering SOFR, SONIA, ESTR, TONAR, SARON and potentially other IBOR replacements
o Build strong relationships with key stakeholders across the program including Operations & Technology, Finance, Risk, Treasury groups and support with new RFR data enhancements, including supporting standardizing data mapping conventions
o Work with technology and model development stakeholders to understand key dependencies with pricing and non-pricing models, including any required economic forecast variable dependencies and modeling data inputs
o Review technology business requirements documents as needed – including scope design and build while overseeing towards completion to understand overlapping dependencies and key impacts arising (e.g. differences between secured vs. unsecured rates and potential for any basis risk)
o Coordinate cross-functionally to identify and monitor upstream and downstream delivery dependencies
o Create data analytics dashboards to track metrics and progress utilizing Tableau and/or SQL whilst escalating to senior management as required
o Support GFT with front to back testing strategy including data flow impacts
o Utilize data analysis tools to oversee GFT budget and resourcing tracking and requests
o Produce and deliver materials for relevant GFT program governance forums
o Undertake ad-hoc FTTR and central program management requests as they arise
Qualifications:
o Minimum of 5 years' relevant experience, specifically with focus on finance/technology
o Must have experience in analytics with exceptional problem solving skills
o Prior experience in the Big 4 consulting firms preferred, within financial arena
o Strong experience with dataset analysis and execution, including experience with SQL, SAS and Tableau
o Strong understanding of risk, finance, and treasury relationships, including in-depth understanding of key models types such as CCAR, Risk, PPNR, and Pricing and their methodology
o Understanding of model development lifecycle from development, testing, validation, implementation and technology relationships, including data inputs, data outputs, upstream and downstream dependencies
o Understanding of program management methodologies, frameworks, processes, tools and industry best practices, including JIRA understanding is a plus
o Excellent planning and task management skills; capable of seeing the bigger picture as well as strong focus on day-to-day execution
o Understanding of LIBOR and its technology implications within the industry desirable
Education:
o Master degree in analytics is a must with GPA of at least of 3.5
o Recognized program/project management qualifications

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