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Market Risk Analyst
€45,000 - €55,000
09 Mar 2020
My client, a Global Insurance Company, are looking for a Market Risk Analyst to develop, maintain and run the market risk systems to facilitate the measurement and management of the Group’s market risk; reporting to the Chief Investment Officer. If you are someone with exceptional experience in Market Risk from within Asset Management, Capital / Investment Banking with a strong quantitative, statistical and numerical background then get in touch today.
As a Market Risk Analyst your main responsibilities will include, but not necessarily be limited to, the following:
Analysis of Market Risk Model output to produce meaningful insight for senior management.
Implementation of 1st line Internal Model validation framework, including running and developing the quantitative back-testing framework.
Assist in the introduction of an enhanced Market Risk Model through provision of in-depth analysis of methodology and output of new model.
Provide high quality monthly and quarterly market risk analytics to Risk Management and to the CIO as the basis for the company’s strategic as well as on-going investment strategy implementation decisions, and for regulatory reporting.
Coordinate with the Group Market Risk Analytics team.
Operating Market Risk System according to agreed schedules and specifications; calculating and simulating of the risk figures.
Development and calculation of shocks and scenarios.
Perform technical quality control of all inputs and results of the Market Risk Systems.
As a Market Risk Analyst your skills and qualifications will preferably include:
Master’s degree (or equivalent) in Econometrics, Mathematics/Statistics or similarly numerate discipline, and 2 or more years of experience in a related field
Deep understanding of financial products (and their risk characteristics) coupled with a strong interest in developments in the capital markets.
Experience of Market Risk Capital models.
Good understanding of financial markets, instruments and their derivatives
Good understanding of Insurance Investment Management or similar industry
Proficient in the use of high-level programming languages (e.g. Python, R and/or Matlab) essential
Excellent verbal and written communication skills in English.
For more information about this job, or other Risk, Compliance and Financial Services Jobs, contact Dara Carroll on 01-6621000 (or e-mail
) for more information about this and other Risk, Compliance and Regulatory Finance jobs in Dublin.