Why Project Management is difficult.
"Not in at the start" - often the job has been arranged or sold or promised or bidded without the project manager being involved, and is already an impossible combination of cost time and quality.
The people on the Project Team are often not your own, but usually borrowed and still possibly more loyal to their line manager (who controls their pay!)
May be lonely... You are managing a team but not part of it.
Or the reverse - you may be a "working Project Manager" who has to do some of the tasks as well as managing all the others, thus giving rise to the temptation to believe that you should spend nearly all your time doing and not enough of your time managing (especially if management is non-bookable).
Frustration of many obstacles which are constantly having to be overcome - projects are always new things which have not been done before (otherwise they are processes) so there WILL be problems.
Only noticed if you fail. Successful projects are usually either not noticed or assumed to have been easy.
Exposed: accountability if you fail. It's more obvious if a project goes wrong than almost anything else.
Vulnerable to external factors, but still your fault if you failed to anticipate them.
but don't worry, there are advantages too. Maybe next month.onwards and upwards
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