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Associate Director to lead Risk Function | Dublin

  • Job type: Permanent
  • Location: Dublin
  • Salary: Competitive
  • Job reference: 335345JSDN
  • Sector: Banking and Finance, Buy Side, Asset Management, Selby Jennings, Risk Management
  • Date posted: 14/02/2018

A leading European financial services firm is looking to add a Senior Risk Manager to lead its Risk function and be the named officer to the regulators. The role will have a great deal of exposure to areas internally such as sales, structuring and front office derivatives desk. The role will also be exposed to fund managers and board members of the funds the bank works with. The team is looking to double the size of its fund portfolio therefore the risk analyst will also be involved in the pitching of new business to funds and be part of the selection of new funds looking to be part of the UCITS platform.

The Risk Management Team is responsible for the monitoring of the structured products and UCITS III hedge funds platform. This position provides the opportunity to be part of this award-winning platform and to face some of the most successful hedge funds in the market globally.

As a member of the team, the associate candidate responsibilities will include:
  • Day to day risk monitoring of structured funds, included UCITS structured funds
  • Understanding UCITS requirements and assessing new requests from the business.
  • OTC pricing for portfolio management team
  • Improve structured funds monitoring tools
  • Liaise with the IT team to build a scalable monitoring infrastructure for the structured product platform
  • Support the UCITS Hedge Fund risk team in their daily monitoring
 The successful candidate will have the following background and skill set:
  • A strong educational background, evidenced ideally by a post-graduate degree in quant subjects.
  • Excellent communication skills with the ability to effectively communicate complex risk strategies.
  • The candidate should have structured product risk management experience and have a good understanding of a wide range of financial products.
  • Must understand VaR methods and have knowledge of analysing stress and scenario test results. 
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