Risk Analyst, Quants
Based in Dublin City Centre, our client is a large global Bank with an operation in the IFSC. Currently hiring for a Risk Analytics Manager, the role holder essentially:
Provides methodological support and analytical solutions to the Risk Control Function ("RCF"), across Market Risk, Liquidity Risk, Credit Risk and Operational Risk.
The role focuses on the quantitative and methodological challenges the bank faces on Liquidity ("ILAAP") and Capital ("ICAAP") internal assessment, as well on the substantiation of the Risk Appetite Framework ("RAF"), the Risk Appetite Statement ("RAS"), and the Risk Materiality Assessment ("RMA").
The role works in coordination with the Model Risk and Analytics Manager.
Assist the BMI Risk Managers to develop the Risk policies and governance documents to a high standard.
Ensures consistency and quality control of policies and governance across risk classes.
When required, the role supports the BMI Risk Control Function ("RCF") on projects and acts as a coordinator for Risk on strategic projects where relevant.
The role holder will support the Chief Risk Officer and assist the Risk managers on Risk methodologies, quantitative challenges, policies and governance issues. The role holder will provide assistance on stress testing methodologies.
Requirements:
- Quantitative University degree At least 5 to 7 years of Risk management experience in FinancialServices.
- At least 2 years of direct experience in change management
- Experience of trading floor and regulators
- Thorough understanding of current European Banking regulation
- Excellent knowledge of Financial Markets
- Sound Market risk, liquidity risk and credit risk understanding
- Very familiar with Risk management best practices
- The candidate should have a good understanding of European ("EBA") Rules, Guidelines, as well as Risk Technical Standards ("RTS") as well as an understanding of the local ("CBI") regulatory expectations in terms of evidencing and audit trail keeping
- Experience of developing policies and governance documents
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.
