Senior Risk Modeller

This is a unique opportunity to work as a Quantitative Risk Analyst. You will be working at the center of global markets, collaborating directly with teams while based in Ireland.

You will become part of a global organisation whose mission is to serve as a trusted partner to clients by responsibly providing financial services that enable growth and economic progress.

• Counterparty Credit Risk Exposure Calculation: Perform exposure calculations on structured and exotic derivative products across all market and asset classes, ensuring accuracy and timeliness.
• Analytical Model Development: Develop ad-hoc models for new products and structures, incorporating fundamental economic principles and derivative pricing models.
• Document models comprehensively to support future validation efforts.
• Model Validation and Improvement: Contribute to model validation, identifying areas for improvement and ensuring alignment with market dynamics and economic conditions.
• Project Management: Manage analytical tool projects, including conducting thorough testing, documenting requirements, and ensuring diligent project follow-up.
• Production Issue Resolution: Conduct system investigations for production issues raised by risk managers and assist in diagnosis and remediation of these issues.
• Model Implementation and Documentation: Lead model documentation and coordinate with teams to test and implement CCR models effectively.
• Advisory Role: Build relationships between front office businesses, internal risk management, and capital teams. Proactively advise on risk-related projects and issues.

• Align with New York market hours.
• Support a smooth transition into this schedule and help you maximize the benefit of working closely with NAM trading desks in real time.

• Gain product knowledge across all asset classes.
• Develop a deep understanding of industry regulatory requirements and their impact on risk management.
• Enhance risk management expertise through hands-on experience and exposure to various techniques.
• Foster interaction with business units across organisations, gaining valuable insights into operations.
• Expand global market knowledge through involvement in international projects and initiatives.
• Deepen expertise in economic principles and derivative pricing models.

• Relevant years of experience in a quantitative role within financial or consulting services.
• Comprehensive understanding of derivatives' risk, modeling, and pricing.
• Strong product knowledge of a wide range of derivative structures across different asset classes.
• Knowledge of market and credit risk management techniques and frameworks is highly desirable.
• Solid foundation in fundamental economics and its application to financial markets.
• Experience with derivative pricing models and their limitations.
• Proficiency in programming languages such as Python and C++.
• Basic database skills and knowledge in relational databases.
• Excellent spreadsheet skills.
• Strong analytical and problem-solving abilities.
• Excellent communication and interpersonal skills.
• Ability to apply economic principles to risk management and model development.
• Master's or Ph.D. in a quantitative discipline such as Mathematics, Statistics, Economics, Physics, Engineering, or a related field.

• Self-driven with a strong work ethic and ability to work independently.
• Excellent communication skills for quantifying risks and explaining them in a fast-paced environment.
• Ability to lead discussions on structured products' credit exposure with stakeholders.
• Eagerness and ability to quickly grasp complexity of structured derivatives.
• Strong understanding of economic principles and their impact on derivative pricing and risk.

• Opportunity to develop in a highly innovative environment using the newest technologies.
• Professional development in a truly global environment.
• Inclusive and friendly organisational culture with recognition of gender diversity and equality.
• A supportive workplace for professionals returning to work from childcare leave.
• An engaging learning path leading to a deep understanding of products and services.

We are committed to creating a welcoming workplace for everyone. We want the best talent to join, stay, and thrive.

We are an equal opportunity employer. Qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.