Front Office Risk Analysti

• Company

  Paragon Executive

• Location

  Ireland-Dublin

• Remuneration

  Excellent

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  28-Oct-2013

• eFC Ref no

  1258071

• Save this job
• Send to friend
• Print this job
• More Sharing ServicesShare

An exciting opportunity has arisen with an international investment management company ,who are expanding their European HQ in Dublin, and are seeking to hire a world class Risk Analyst to join their Front Office Risk Team.

The Role:

• Daily Valuation of client portfolios by maintaining market data (yield curves, volatility surfaces etc.), valuation models and risk measures in the system.
• Real time support of queries related to valuation and risk for clients on our Real Time portfolio Management system (Sungard Front Arena)
• Daily production of customized portfolio risk reports and risk measures for financial derivatives (Exotic Options, IR structured products, CDS, Volatility products) in Front Arena trading system
• Explain, review and validate valuation and risk measures to clients (trader greeks etc.)
• Participate in strategic projects including development of risk reporting framework, market data integration, model development etc.

The Requirements:

• SunGard Front Arena and Bloomberg experience preferred. Calypso, Murex or other portfolio management  systems experience a big plus.
• At least 3-5 years of banking/hedge fund risk experience required.
• Working Knowledge of financial instruments like Options, futures, IR swap, CDS, Convertibles.
• Financial models experience such as Black Scholes, IR 1 factor, 2 factor term structure models, stochastic volatility models a big plus.
• Strong communications skills
• MS in financial Engineering/ Quantitative disciplines or MBA

For a Private & Confidential conversation about this unique opportunity and to obtain a full job spec- please contact Michael Doyle on 01-874-6770 or mdoyle@paragonexecutive.com

• Apply online