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Market Risk Analyst (Treasury)

Ref: 9222935

  • €55,000 - €55,000
  • 22 Apr 2021
  • Dublin (South)
  • Perm

About the organisation

This global financial services giant is a household name and employs over 20,000 people worldwide. It provides a range of products and services for its customers around the globe and has built a reputation for providing a flexible, dynamic and innovative culture. Due to an internal promotion a rare opportunity has arisen to join their group treasury function as an Analyst in their Dublin office.

About the opportunity

This is a varied and highly analytical role, which will see you involved in a range of responsibilities, primarily: • Production of accurate and timely delivery of all daily cash management, P&L Attribution, and risk limit monitoring & reporting (including Credit Risk and Liquidity Risk). • Validate MTM results through in-house analytics, counterparty reconciliations and use of independent alternative derivative valuation solutions. • Monitoring daily market rate feeds into Group treasury system. • Support derivative model validation activities. • Production of VaR calculations for the Group derivative portfolio, and measure/quantify impact of risk exposure for proposed trades by Group Investment Management. • Perform scenario analysis on the Groups Derivative Portfolio. • Support other teams in investigating and explaining MTM movements. • Support in the delivery of regulatory reporting for Treasury and derivative products. • Provide support to Middle Office management across all group projects (including project management, project planning and project implementation). • Set-up and reconciliation of static data in the Treasury System

About you

To be successful in this role you will have a Degree in a relevant field (mathematics, economics, business etc) plus a minimum of 3 years’ experience in a similar role, where you will have gained knowledge of derivative valuation systems for pricing and modelling. Equally you will have developed strong quantitative and analytical skills, with derivative pricing knowledge. Alongside this you will have excellent data analytical skills with knowledge of VBA and SQL. In person you will be a highly analytical thinker, organised and good time player.

What’s on offer

This is a fantastic chance to work for a top tier employer, who offer fantastic working conditions including flexible working, great salary and benefits package and a role you will find challenging and stimulating. This role also offers a great chance to progress your career into a front office position and postings around the world in any one of their many overseas locations. Interested?

To submit your application for this role click Apply below or for more information on please contact James O’Donnell on 01 592 7883 or email [email protected]