Quantitative Risk Analyst – Market Risk

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Job Description

My client is looking to hire a Quantitative Risk Analyst within their Market Risk Model Development team. This position will provide a broad set of opportunities to a suitable person to be in the centre of all major developments in the field of market risk modelling. 

Job Description

  • Research, support, enhance and maintain quantitative market risk models (including, for example, VaR, SVaR and incremental default risk).
  • Work with existing market risk models, and propose new solutions where weaknesses are identified 
  • Undertake modelling and analysis tasks required on the various internal work streams.
  • Interact confidently with other risk management teams, the front office, technology and control groups.
  • Design and develop in-house software for research and data analysis.

Qualifications

  • Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, and engineering). PhD or equivalent degree is strongly preferred
  • Experience in one or more of the following is an advantage: derivatives pricing, exotic products, risk management practices, regulation, numerical computation, statistics.
  • Good IT skills and experience in programming are essential, for example, with Matlab, Python, R, VBA, C/C++, SQL, Unix.

If interested please send CV to hugh.bregazzi@cpl.ie or call me on 01 - 947 6327 

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Hugh Bregazzi

Principal Recruitment Consultant 01 947 6327 Hugh.bregazzi@cpl.ie