NTMA Risk Analysis Post
Senior Risk Analyst
Job Type Full-time -Location Dublin 2
Salary Not disclosed
Job Specification for Risk Management Unit
Role: Senior Risk Analyst
The NTMA seeks to recruit a senior risk analyst, ideally a quants person with an appropriate Masters degree and at least 2 years experience in complex valuations and econometric modelling, to work with a small, focussed team on the following areas of debt management and asset management:
* Valuation of complex/illiquid products;
* Performance measurement and attribution;
* Risk monitoring and analysis – Value at Risk, Cost at Risk;
* Economic analysis;
* Financial/economic modelling and forecasting;
* Scenario/stress testing;
* Quantitative analysis;
* Data/statistical processing;
* Ad hoc analytical/research support to the Risk Unit, other NTMA business units and external agencies.
Analyst required to have:
* Experience in valuing complex and/or illiquid products and an understanding of accounting implications;
* Experience in measuring and managing counterparty credit risk;
* A good honours postgraduate degree in the areas of Mathematics, Economics, Finance, Treasury or Business;
* At least two year’s relevant experience in the financial services industry;
* A high level of numeracy and articulacy with strong analytical and PC skills – especially Excel, Access and VBA;
* Thorough working knowledge of Bloomberg is essential;
* Excellent communication skills;
* Attention to detail and adaptability;
* The ability to work as part of a team as well as the ability to work on own initiative.