The main responsibilities of the role will be:
" Calculating independent P&L, reconciliation to the front office figures and resolution of differences.
" Generation of risk figures with the centrally provided tools in HO.
" Monitoring of market risk limits including the escalation process.
Successful applicants for the role will have at least one or more of the following:
" Excellent academic background (preferably PHD within Finance, Science, Mathematics or Economics).
" Product knowledge to cover asset and liability swap packages, credit derivatives, swaps and swaptions, Options, Futures, Structured Interest Rate Products, Asset Backed Securities and CDOs.
" Understanding of risk modelling techniques.
" Good understanding and experience of computerised banking applications including Risk assessment packages.
" Good knowledge of MS Office including VBA.
" Excellent verbal and written interpersonal skills.
If you have the requisite experience and would like to be considered for the role then please send me a copy of your CV and I will be in touch shortly.
Nick Cotter
Carr Lyons Search and Selection
EFCJNC4318