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.
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.)
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.