Financial Risk Analyst
Consultant James Brown
Date posted 02 July 2018Level 3 Custom House Plaza 2, IFSC Dublin 1 Robert Walters Ireland
A global financial services firm based in Dublin is looking to hire a financial risk analyst.
Key responsibilities of the financial risk analyst:
- Participate in the on-going development of the Company’s financial risk management strategy, with a particular focus on hedging and investment strategy
- Perform financial analysis on the assets of the hedging strategy: VaR, stress test and sensitivity analysis
- Support the quantitative developments to the Company’s Risk Appetite framework and the internal model with respect to Financial Risk Management topics
- Participate in the development of the pricing and financial risk management suite of internal tools
- Research, interpret and communicate developments in the market and regulatory standards for derivative pricing and risk measurement methodologies
- Maintain oversight of hedging and contribute to the continued improvement of the hedging P&L attribution framework
- Review the framework and processes for the operational validation of the hedging trade recommendations
As the financial risk analyst, you will be working towards qualification as FRM / PRM / CFA / financial engineer / Actuary. You will have the significant knowledge of financial market instruments with excellent knowledge of the main Financial Risk Management techniques (derivative’s pricing, VaR, stress testing) Knowledge of saving products and insurance related risks. Experience in Variable Annuities is a plus. Understanding of capital, profit and value measures and drivers, knowledge of Solvency II developments and/or economic capital models is desirable. You will have excellent technical, interpersonal and communication skills with good usage of programming languages (VBA and R preferred). You must be fluent in English
This is an excellent opportunity for a financial risk analyst to join a successful organisation based in Dublin
If you are interested in the financial risk analyst role, please apply today or contact James Brown on the details provided for more information.