Senior Market Risk Analyst - Day Rate

Morgan Mckinley

Dublin City Centre, Dublin

Senior Market Risk Analyst - Banking. 6 month role. 600 - 700 a day. For this role you need to have dealt with regulators in the past, who understand how deposits behave in a stressed environment and ALM experience. Experienced Market Risk manager required to provide independent assurance on this Bank's approach to completing the Market Risk, Counterparty Credit Risk, Credit Valuation Adjustment and Net Interest Income aspects of the EBA Stress Test 2018 (EBA 18. The purpose of the role is to provide independent assurance that the Bank's approach to completing these aspects of the EBA stress test is compliant with the methodology document, template definitions and reporting instructions, guidance and FAQs published by the EBA and/or the ECB and any other regulatory feedback. Responsibilities: Review and document the submission and feedback for the 2016 EBA Stress test for Net Interest Income and outline what improvements could be made in terms of the approach adopted by AIB for the purposes of the 2018 stress test. Provide independent assurance on the Market Risk, Counterparty Credit Risk, Credit Valuation Adjustment and Net Interest Income topics of the 2018 stress test. Specifically: Provide assurance that the proposed approach is compliant with the methodology. Provide review and challenge in respect to the completeness and quality of the approach and the preparatory measures used in meeting the Market Risk aspects of the EBA Stress Testing Methodology and completion of regulatory templates; Report findings and recommend remedial actions in relation to any issues identified in the course of carrying out the assurance activities listed above, and follow through to ensure that these findings are satisfactorily addressed. Experience and Qualification: A minimum of 5-10 years' experience in ALM/Market Risk management, with a particular expertise in stress testing and/or interpreting market risk regulation. Experience in ICAAP/regulatory stress testing, having conducted similar exercises for other financial institutions. A minimum of a Bachelor's degree or equivalent in a quantitative, computing, scientific or business discipline; Experience working with business stakeholders to understand requirements and delivering solutions; Strong leadership, the ability to adhere to specific deadlines & successfully manage multiple tasks and timelines. Strong problem solving skills, attention to detail, verbal and written communications skills; All interested candidates should send CVs to Susan Nix - Morgan McKinley - Senior Executive Roles - Financial Services. Morgan McKinley is acting as an Employment Business 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. This job originally appeared on RecruitIreland.com.

2396 days ago