Risk & Pricing Opportunity | Dublin

*In Dublin they are involved in live pricing risk for European clients*

The opportunity with a US privately-held hedge fund administration company designed to satisfy increased requirements of hedge funds. 

The Front Office Team performs all valuations risk tasks required of large Multi-Strategy Hedge Funds, Fund of Funds and Pension Funds.

The responsibilities 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 2-5 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

August 27, 2013 • Tags:  • Posted in: Financial

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