Head of Risk Analytics (Market & Counterparty Credit)

Competitive
Permanent
Dublin City Centre
23 Apr 2019
BBBH728430

SVP Market Risk Senior Manager

My client is a leading global Bank with a significant Irish presence. Currently, they are seeking to build out their Dublin based global risk team. As Senior Market Risk Manager, you will sit within the market and liquidity risk team reporting to the Head of Market and Liquidity Risk.

Sitting in the 2nd line of defence, the team you will sit in is responsible for the oversight and monitoring of market and liquidity risk in the European entity.

Responsibilities:

* Day to day responsibility for market risk management to include Traded Products

* Close cooperation with product market risk managers responsible for individual products / desks / branches

* Support the Head of Market & Liquidity Risk in evaluating legal vehicle market risk controls and framework for any new business or strategic initiatives

* Review legal vehicle market risk positions in the context of limits, mandates and pre-approved product lists.

* Oversee the delivery of market risk reports / commentary to the Board, Risk, ALCO & market risk committees, regulators and senior management.

* Assess market risk aspects of new products for the business working in close co-operation with senior business sponsors and risk chairs for new products committees.

* Prepare market risk component of ICAAP, Risk Appetite Statements, Stress Testing, and other ad-hoc regulatory or legal entity governance projects drawing in appropriate regional / global market risk resources as required.

* Work closely with global risk management teams to ensure legal vehicle risk issues are being identified and addressed.

* Ensure the market risk components of relevant audits, inspections, and reviews are completed successfully and that any follow-up actions are performed diligently.

Experience & Skills

* Extensive relevant market risk experience in an international banking organisation with a diverse product set.

* Knowledge of IRRBB and liquidity risk would be advantageous.

* Authority to command attention with Markets Trading Desks

* Stature and standing to influence the ALCO & Risk Committee

Quals: Ideally post-grad education in Economic, Finance, Financial Risk Management, other quantitative discipline

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

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Susan Kelly's picture
Manager | Accounting & Finance
Dublin 01 4485614 | skelly@morganmckinley.ie