Risk Analyst Risk Analyst …

Intesa San Paolo
in Dublin, Leinster, Ireland
Permanent, Full time
Last application, 19 Feb 20
Intesa San Paolo
in Dublin, Leinster, Ireland
Permanent, Full time
Last application, 19 Feb 20
Intesa Sanpaolo is looking for new qualify profiles who want to face demanding and challenging career path with the following requirements:

Scope and Purpose

• Work in a team of three, dealing within a broad range of risk management areas;

• Maintain, update and develop the Company's risk management systems, databases and models;

• Monitor, analyse and report the Company's main risk exposures, such as:

o Liquidity risk: Analysis of the liquidity risk profile and production of reports for the relevant Group departments, committees and Central Bank;

o Market risk: Analysis and reporting of interest rate and credit spread risk; Valuation of the Company's bonds and derivatives;

o Credit risk: Monitoring and reporting of counterparties' external and internal credit ratings; Computation, analysis and reporting of the Company's collective impairment provisions;

o Foreign exchange risk: Analysis and reporting of the Company's open foreign exchange position;

• Monitor and communicate the bond portfolio's compliance with its risk limits;

• Perform daily derivatives valuations as part of the Company's collateral management;

• Provide detailed analysis for the quarterly Risk Assessment and the annual ICAAP (Internal Capital Adequacy Assessment Process);

• Any other duties as directed by the Risk Manager. 


Required Experience

1 - 2 years of experience 


Competencies Required

- Third Level Qualification in Mathematics, Economics or Finance Qualification (a Masters Degree in Quantitative or Computational Finance would be an advantage)

- Strong IT / programming skills (ideally in VBA, SQL, R);

- Excellent knowledge of MS Excel (including macros) and Access;

- Strong analytical and numerical skills;

- General knowledge and understanding of financial instruments and markets;

- Strong communication skills, both written and verbal;

- Ability to adapt to changing demands of the department and to work to rigid time frames. 

Everyone is an asset for our Group and that person could be you! Check out our job opportunities, apply and join our team!