Market Risk VP - CRT
Location Dublin City Centre
Consultant Cillian Mooney
Date posted 13 July 2018Level 3 Custom House Plaza 2, IFSC Dublin 1 Robert Walters Ireland
A leading Corporate Bank are looking to hire an experienced Market Risk candidate with knowledge of CRT and experience working closely with the Central Bank of Ireland.
Key Responsibilities of the Market Risk VP:
- Working closely with the traders to help them understand the limits and positions whilst providing appropriate challenging on risk taking
- Following market developments across core asset classes and relating this to the risks in the portfolio
- Working closely with CRIS/MRPM and FO IT to coordinate various projects
- Analysis and sign off on VaR and risk reports
- Stress testing with specific emphasis on CVA Stress0-testing
- Creation of the Risk profile to be presented to the regulator
As the Market risk VP you will be able to understand and present main risks associated with portfolio and the CVA cross-risks. You will be able to understand, challenge and approve approximate bookings for CVA rising.
If you are an experienced Risk professional and interested in this position please apply today or get in touch with Cillian Mooney on the details provided below.