Lead Valuations and Risk Analyst – Dublin, Ireland. recruitment
This is an excellent opportunity to join a company that is growing it's business in Europe and therefore requires someone to be the key point of contact for clients and the leader of a new valuations and risk analysis group in Dublin.
My client's front office team performs all valuations Risk tasks required of large Multi-Strategy Hedge Funds, Fund of Funds and Pension Funds.
The responsibilities of the Lead Valuations and Risk Analyst will include-
• Daily Valuation of client portfolios by maintaining market data (Yield curves, volatility surfaces etc.), valuation models and risk measures in the system.
• Real time support of queries related to valuation and risk for clients on our Real Time portfolio Management system (Sungard Front Arena)
• Daily production of customized portfolio risk reports and risk measures for financial derivatives (Exotic Options, IR structured products, CDS, Volatility products) in Front Arena trading system
• Explain, review and validate valuation and risk measures to clients ( trader Greeks etc.)
• Participate in strategic projects including development of risk reporting framework, market data integration, model development etc.
Pre-requisite knowledge, skills and experience
• SunGard Front Arena and Bloomberg experience preferred. Calypso, Murex or other Portfolio management systems experience a big plus.
• At least 5 years of banking/hedge fund risk experience required.
• Working Knowledge of financial instruments like Options, futures, IR swap, CDS, Convertibles.
• Financial models experience such as Black Scholes, IR 1 factor, 2 factor term structure models, stochastic volatility models a big plus.
• Strong communications skills
• MS in financial Engineering/ Quantitative disciplines or MBA
This Firm operates a very entreprenuerial structure and the above described position offers an excellent opportunity for growth ina dynamic environment.