Market Risk Manager Market Risk Manager …

Paragon Executive
in Dublin, Leinster, Ireland
Permanent, Full time
Last application, 06 May 21
Competitive
Paragon Executive
in Dublin, Leinster, Ireland
Permanent, Full time
Last application, 06 May 21
Competitive
Posted by:
Melissa Lam • Recruiter
Posted by:
Melissa Lam
Recruiter
Leading Financial Services Group are looking to recruit a senior professional to join as Market Risk Manager.

 

As a senior member of the Risk team, the Market Risk Manager will provide support and challenge to the various business unit in their management of market risks.The successful candidate will play a key role in the Group’s Market Risk Management Framework, will influence senior management and stakeholders on all market risk issues, providing regular updates on exposures, emerging trends, prevention and mitigation.

Key Responsibilties:

  • Support the understanding of risk appetites, policies, limits and exposures. Provide independent and effective second line challenge on risk-taking.
  • Preparation of risk management information and dashboards
  • Continuous review and enhancement of risk reporting 
  • Design, maintain, and implement multi-factor & multi-period scenario analysis and stress testing across all market risk exposures (including fixed income, FX, equity, and multi-asset investment strategies.)
  • Analysis of the market risk implications arising from new funding strategies, investment strategies, markets, products, processes, or regulatory requirements.
  • Valuation of fixed income products (including Bonds, Repos, Loans, Deposits, Swaps and Short-Term Paper.)
  • Lead and participate in major risk projects.

Experience/ Skills 

  • 10 year’s experience in a similar role
  • Degree in a quantitative discipline 
  • Proven track record in monitoring, measuring and managing substantial market risk exposures 
  • Understanding of global financial markets and a strong product knowledge- Bonds, Repos, Loans, Deposits, Swaps, and Short-Term Paper
  • Experience in valuing complex and/or illiquid products
  • Experience of analysing and reporting on the market risks arising from a multi-asset investment portfolio
  • Excellent understanding of risk methodologies such as VaR and multi-factor stress testing.
  • Strong understanding of treasury risk management systems.
  • In-depth knowledge of Bloomberg. 

 

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