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Quantitative risk analyst

MorganMckinley  Career
  • Company:
    Morgan McKinley
  • Location:
    Dublin
  • Job Type:
    Full Time , Permanent
  • Industries:
    Financial Services
  • Occupation:
    Risk Management/Compliance
  • Career Level:
    None of these
  • Job Category:
    Accounting/Finance
  • Job Reference Code:
    BBBH660564_1495214722
  • Contact:
    Caroline O'Connor
  • Phone:
    +353 (0) 1 4321555
  • Email:
    Apply by Email

Quantitative risk analyst

SENIOR QUANTITATIVE RISK ANALYST


COMPETITIVE PACKAGE


PERMANENT


DUBLIN


A national service provider is seeking a talented senior quantitative risk analyst to join its financial risk team. You will play a key role in the team and report to the Financial Risk Manager and be responsible for the development and implementation of sophisticated risk models and methodologies.


KEY RESPONSIBILTIES


You will be responsible for:



  • Developing quantitative risk models & methodologies e.g. Profit at Risk, Value at Risk

  • Measuring and quantifying risk across various portfolios

  • Regular risk analysis and reviews on probabilistic grounds to challenge and test new and existing risk management strategies;

  • Communicating complex risk analysis and concepts to key senior stakeholders

  • Calibrating key model parameters, volatilities and correlations

  • Developing & maintaining a risk policy for critical models, ensuring strong model governance

  • Validating quantitative models and assumptions


KEY REQUIREMENTS



  • Problem solving and root cause identification skills

  • Excellent attention to detail

  • Graduate degree in analytical field such as mathematics, statistics, economics, engineering, finance, from a reputable university, PhD desirable

  • Expertise in financial mathematics and / or other sophisticated quantitative techniques Experience in Experience with Excel VBA, MATLAB, R, Python


FOR FURTHER INFORMATION ON THIS POSITION, PLEASE DO NOT HESITATE TO GET IN TOUCH WITH CAROLINE O'CONNOR AT COCONNOR@MORGANMCKINLEY.IE OR 01 4321 55



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.

Apply Online

About Morgan McKinley

As a global professional recruitment consultancy, Morgan McKinley connects specialist talent with leading employers across multiple industries and disciplines.

Morgan McKinley operates from 21 offices in 9 countries around the world. Our professional recruitment capability extends right across key markets in Europe, the Middle East and the Asia-Pacific region. We have offices in Australia, China, France, Hong Kong, Ireland, Japan, Singapore, the UAE and the UK and are strategically placed at the heart of key financial centres, as well as regionally within specific countries, giving us thorough coverage of all the markets in which we operate.