Market Risk/Liquidity Analyst

MY CLIENT WHO ARE A CORPORATE BANK from Dublin in Ireland are currently looking for a MARKET RISK/LIQUIDITY ANALYST for a 3 MONTH CONTRACT POSITION, POTENTIALLY 6 MONTHS.

DAY RATE WILL BE DISCUSSED WITH CANDIDATES WHO ARE INTERESTED.

ESSENTIAL SKILLS NEEDED:

Strong knowledge of Liquidity Risk/Treasury Risk.

Strong knowledge of Asset Liability Management.

Experience with using Disperate Systems (Excell based)

Strong Excell knowledge.

Strong VBA knowledge.

It would be better if candidates had Retail banking experience (Current accounts/mortgages) etc.

FULL JOB SPEC BELOW:

Role: Market Risk/Liquidity Analyst

Seeks to recruit a market risk/Liquidity analyst, with a strong analytical background. The ideal candidate will have experience in market risk and liquidity and will work with a small, focussed team on the following areas:

THE ROLE:

- Preparation of daily, weekly and monthly risk management information for senior management and the Front Office;
- Perform market risk analysis by measuring, monitoring and reporting all risk exposures against limits independently of the Front Office;
- Enhancing risk systems and procedures around risk;
- Performing scenario analysis and stress testing across all risk exposures;
- Ad Hoc reporting to senior management on any important change to risk exposures;
- Ad hoc analytical/research support to other business units and external agencies (CBI etc).
- Play a key role in major risk projects.

THE INDIVIDUAL:

- A high level of numeracy and articulacy with strong analytical and PC skills - especially Excel, Access and VBA
- A good honours degree in the areas of Mathematics, Economics or Finance;
- Excellent understanding of global financial markets and products
- Experience in a market risk environment and good understanding of different risk methodologies such as VaR/Cashflow at Risk and stress testing;
- In depth knowledge of IRRBB methodologies
- Knowledge of LCR and NSFR liquidity metrics
- A background in Retail banking would be advantageous
- Experience of working with systems such as Bloomberg and Reuters and Murex;
- Excellent communication skills;
- Attention to detail and adaptability;

HIGHLY MOTIVATED WITH A WILLINGNESS TO TAKE INITIATIVE AND RESPONSIBILITY IN A SMALL TEAM;

If you are immediately available and interested please send me your updated CV or call me so I can tell you all about the project.