Challenge the trading business on their risk positions
Determination of the daily risk position, ensuring completeness in capturing all risk positions on the desk
Ensure risks are understood, documented and modelled correctly
VaR and Stress test analysis.
Ad-hoc market trend and risk analysis.
Understanding of the changing regulatory environment, including Basel III / CRD IV and Dodd-Frank/ Volcker
Strong relationship skills, able to challenge and communicate cross-functionally and with senior risk management
Essential Skills/Basic Qualifications:
Risk management background and tools (i.e. VaR, Stress testing, Scenario analysis)
Sound knowledge of derivative markets, products and pricing
Solid understanding of counterparty risk and CVA/ FVA
Good understanding of Credit products and markets
Familiarisation with Sec-Derivative products
Please note: If you are an EU/EEA national, you will be asked to show proof of right to work in Ireland e.g. showing your employer a copy of your passport.
If you are a non-EU/EEA national, you will require current and valid permission to work and reside in the Republic of Ireland. Information on legislation and guides to the procedures in relation to obtaining Green Card Permits, Work Permits, Spousal/Dependent Permits is available on the Department of Jobs, Enterprise, and Innovation website.