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Market Risk Analyst

Ref: 9220774

  • €45,000 - €55,000
  • 09 Mar 2020
  • Dublin (Central)
  • Perm



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.

The Role
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.
  • About You
    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 here) for more information about this and other Risk, Compliance and Regulatory Finance jobs in Dublin.