Market Risk Analyst – Treasury products recruitment
Key accountabilities:
-To prepare, process and analyse all daily, weekly, monthly and ad-hoc management reports via Risk Metrics third party in a timely, effective and accurate manner for management review including escalation where necessary, in order to ensure limits are tested and breaches identified
-To oversee the market risk arising in the Treasury unit including position, credit spread, interest rates, country and foreign exchange risks, in order to ensure capital exposure is monitored
-To assist in testing the liquidity risk profile of the Treasury unit, by monitoring daily metrics
-To provide general assistance for the development of the Risk Function including on-going projects, streamline procedures, data quality and reporting
-To provide cover in report generation of investment risk in order to ensure continuity of delivery
To be successful you will:
-Ideally be from a treasury background having solid knowledge of treasury products.
-Have a clear understanding and awareness of local regulatory requirements, Basel II and industry standards for market risk analytics.
-Be educated to degree level preferably Mathematics or statistics or equivalent
-Have familiarity with data and systems infrastructure that supports market risk analytics, preferably from Risk Metrics
-Good theoretical knowledge of Risk and it’s practical applications
To apply for this role please send your CV to Aaron.Crowley@bruinfinancial.com or call 02031453379.