Quantitative Market Risk Analytics Manager (VP)

Dublin City Centre
14 Aug 2019

Senior Quantitative Risk Analytics (Market Risk) | Dublin Centre

There is a new exciting Senior Quantitative Risk Analytics position available in a leading global financial institution. This role focus' on Quantitative Market Risk working in a brand new team.

This organisation are expanding rapidly at the moment making it a very exciting time to join the business. Working as part of a global team, this role provides excellent prospects for progression whilst providing you the opportunity to put your own stamp on this role.

This company are held in high regard for their generous salaries and benefits package.


  • Support the set-up of risk management processes
  • Conduct demonstrations of model appropriateness
  • Ensure fluidity between internal teams including group model development, internal risk management and front office in order to build and maintain strong relationships
  • Provide advice on projects related to risk and capital and from there facilitate decision making
  • Ensure strong understanding of overall global priorities in order to contribute appropriate to market risk model development
  • Involved in the co-ordination of EMEA market risk analytics team to ensure local model issues are resolved
  • Active management of ongoing performance assessments for market risk models used, consistently ensuring they adhere to internal tools and they align with local regulatory requirements
  • Ensure that the development and implementation of the Fundamental Review of the Trading book (FRTB) adheres to all local policies and procedures
  • Close liaison with all teams internally to carry out impact analysis on new model implementation


  • Extensive experience working with relevant market risk experience with exposure to a variety of products in an international setting
  • Strong academic background including PhD in quantitative discipline
  • Excellent communication skills are essential for the successful candidate to quantify risks and have the ability to explain them in an environment where decision making is done at a rapid pace
  • Ability to communicate across all levels from quants to credit officers and lead discussions on credit exposures/credit risk
  • Extensive knowledge of trading book risk knowledge with a number of years' experience working in this environment
  • Must have a broad range of knowledge across a variety of asset classes and derivative structures

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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