Market Risk Manager

  • Region: Dublin City Centre

  • Location: Dublin City Centre, Dublin

  • Sector: Banking & Finance

  • Contract: Permanent

  • Salary: €70000 - €90000 per annum

  • Reference: WH6933_1587139796

About this job

This large international bank is looking for a Risk Manager to join their team in Dublin City Centre.

Reporting into the Chief Risk Officer, in this senior role you will be required to report on the risk exposure of the bank manage this in accordance with the Bank’s risk appetite. You will manage two analysts.

The position will be responsible for assessing and managing Market Risk, Liquidity Risk and Credit Risk under IFRS 9 and ensuring Capital Adequacy under ICAAP.

In addition to this you will perform hedge effectiveness testing and will be required to monitor collateral requirements under derivative contracts.

The successful candidate will have knowledge and experience in liquidity and market risk, COREP requirements, interest rate risk experience (IRR) and stress testing experience as well as an understanding of hedge accounting (IFRS 9 / IAS 39). You will also have knowledge of ICAAP and ILAAP.

You will also have a strong quantitative background and experience in programming language such as SQL, VBA or R.

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