Head of Quantitative Risk
Salary Up to €80,000 per annum
Location Republic of Ireland
Consultant Brendan Simeson
Date posted 14 March 2018Level 3 Custom House Plaza 2, IFSC Dublin 1 Robert Walters Ireland
A start-up financial technology (fintech) company is seeking to hire a head of quantitative risk for their business in Ireland.
Key responsibilities of the head of quantitative risk :
- Work within a cross functional team to deliver best-in-market risk management service through the firm’s technology offering
- Translate the manual aspects of the risk management function into the automated risk as a service technology
- Translate the drivers of performance attribution into risk technology
- Understand the allocation aspect of performance attribution across a number of factors such as geographies, currencies, growth, performance and volatility
- Combine both quantitative and qualitative risk metrics to design holistic, proactive and often real-time dashboards
- Create multi-asset class risk models, working with our team of Quant developers on VaR, sensitivity analysis, stress testing and back testing
- Expand our library of proprietary and regulatory rules, to deliver automated risk monitoring for UCITS, AIFMD, and other multi-asset class portfolios
As the head of quantitative risk , you will have 10+ years’ experience in risk scenario modelling across both portfolio risk management and portfolio performance attribution (this level of experience is intended as guidance only and does not preclude someone with more or less experience from applying for the role). You will have Combined risk modelling and software delivery background, with expert-level experience in data analytics. You will have knowledge of multi-asset class portfolios, including fixed income, credit, commodities, equities and advanced derivatives with an understanding of electronic execution, trade & transaction reporting, trade repositories, and front to back office workflows.
This is an excellent opportunity for a head of quantitative risk to join a growing organisation.
If you are interested in the head of quantitative risk role, please apply today or contact Brendan Simeson on the details provided for more information.