Market Risk Analyst

The Opportunity
A high profile organisation is looking to hire a Market Risk Analyst with a strong analytical background. You will join a small focussed team with excellent industry experience.

The Role
Core responsibilities of this role will include:
- Preparation of daily, weekly and monthly risk management information for senior management and the front office;
- Measuring, monitoring and reporting against various market risk limits;
- Reporting and analysis on risk measures such as PV01, modified duration, VaR / Cashflow at Risk and stress testing;
- Providing analysis on the various risk measures and commenting on changes in risk profiles;
- Cashflow modelling and looking at the impact of adverse scenarios through interest rates, FX and higher costs of funding;
- Performing scenario analysis and stress testing across all risk exposures in terms of factor shifts such as movement in interest rates or FX and mutli-factor scenarios;
- Valuation of fixed income products (Bonds, Repos, Loans, Deposits Swaps and Short-Term Paper);
- Valuation of complex/illiquid positions;


Who You'll Be
- 3 - 4 years’ experience in a market risk team
- Experience and a good understanding of different risk methodologies such as VaR / Cashflow at Risk and stress testing
- Experience of curve building;
- Experience in alternative investments would be a distinct advantage
- Experience of working with systems such as Bloomberg and Reuters
- A good honours degree in the areas of Mathematics, Economics or Finance
- Excellent understanding of global financial markets and products, in particular fixed income: (Bonds, Repos, Loans, Deposits Swaps and Short-Term Paper)
- A high level of numeracy and articulacy with strong analytical and PC skills - especially Excel, Access and VBA

Contact Finn Power on 01 6741401 for further information or APPLY below