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Market Risk Manager

Job Seekers Ireland Risk Management Financial Services

Job Summary

  • Dublin
  • Permanent
  • BBBH781333
  • May 04, 2021
  • Competitive
Job Description

Morgan McKinley has partnered with a highly reputable financial institution who are seeking to recruit a Market Risk Manager in their Dublin office.

Morgan McKinley has partnered with a highly reputable financial institution who are seeking to recruit a Market Risk Manager in their Dublin office. The Market Risk Manager will provide support and challenge to the various business units in their management of market risks.

Key Duties:

  • Work closely with senior debt managers and asset managers to support the understanding of risk appetites, policies, limits and exposures. Provide independent and effective second line challenges on risk-taking.
  • Preparation of daily, weekly, and monthly risk management information and dashboards for senior management and committees, along with monitoring and reporting against market risk limits.
  • 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.)

Essential Experience:

  • 10+ years of relevant experience in the financial services industry.
  • A strong degree in a quantitative discipline.
  • Proven track record in monitoring, measuring and managing substantial market risk exposures across a diverse range of complex specialised portfolios.
  • Excellent understanding of global financial markets and a strong product knowledge (e.g. Bonds, Repos, Loans, Deposits, Swaps, and Short-Term Paper).
  • Experience in valuing complex and/or illiquid products and an understanding of accounting implications.
  • A firm understanding, and proven experience of analysing and reporting on the market risks arising from a multi-asset investment portfolio, including multi-factor analysis and the valuation of alternative assets.
  • Excellent understanding of risk methodologies such as VaR and multi-factor stress testing.
  • In-depth knowledge of Bloomberg. Knowledge of OpenLink-Findur would be a distinct advantage.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

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Consultant Details

Consultant Details

amanda-carter
Amanda Carter
  • Associate Director
  • 353 (0) 1 4321555
  • acarter@morganmckinley.com