Senior Specialist Market Risk

This job has now expired please search on the home page to find live IT Jobs.

Responsibilities: Production of timely and accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies.Resolve all queries in relation to risk reports.Support the new business process - on-boarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product developmentInvolvement in maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools.Operational risk management - risk reporting process documentation; improve processes through increasing level of automation; ensure consistent application of Policies and Procedures; identify and appropriately communicate potential internal and external operational risks.Your Profile:3 years experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk managing OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendorsQuantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA);Proficient in Excel, VBA, SQL;Knowledge of market, credit, liquidity and counter-party risk measurement and reporting under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageousKnowledge of business intelligence tools such as Qlik Sense (or Tableau) and Jaspersoft is a plus;SThree UK and Ireland is acting as an Employment Agency in relation to this vacancy.