Head of Market Risk
Role
- Define the risk profile of new products
- Monitor market, liquidity, counterparty risk reports against risk limit framework
- Produce regular reports to senior management
- Analyse risk levels against agreed risk profile and liaise with portfolio managers
- Contribute to the improvement of the risk management processes
- Produce ad hoc reports to the portfolio management team (risk and performance contribution)
Requirements
- 4-6 years’ experience in the risk management field, with particular focus on market risk
- Good understanding of the UCITS framework and of the related regulatory developments
- Quantitative oriented degree (FRM/PRM/CFA qualifications)
- Relevant expertise with VaR software (familiarity with Riskmetrics a plus) and market risk analysis (VaR, RVaR, Stress Back Testing)
- Advanced developing skills (Matlab/VB/SQL)
- Ability to carry out projects autonomously
- Bloomberg
For a Private Confidential discussion and to receive a full job description please contact David Worrell on +353 1 8746770 or dworrell@paragonexecutive.com
www.paragonexecutive.com
Due to the high demand for this role, and the large quantity of applications received, a Paragon consultant will only contact applicants whose experience is deemed suitable for the role. Thank you in advance for your application.
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