Portfolio Risk Analyst

3 days ago


Dublin, Dublin City, Ireland National Treasury Management Agency Full time
Job Summary
The NTMA is seeking a highly skilled Financial Risk Specialist to join its Risk team. This is an exciting opportunity for a seasoned risk management professional to contribute to the development and implementation of the NTMA's financial risk management framework.

Responsibilities
- Provide support for the preparation of daily, weekly, and monthly risk management information and dashboards for senior management and committees
- Work closely with NTMA Risk colleagues and the FIF and ICNF management teams to support the onboarding and subsequent processes with the custodian for new funds
- Develop risk policies, limits, and KRIs in respect of new funds
- Provide independent and effective second-line challenge on risk-taking

Requirements
- At least 10 years of relevant risk management experience in the financial services industry, preferably in sovereign wealth funds, investment or pension funds, institutional asset ownership, or global equity investment organisations
- A strong post-graduate degree in a quantitative discipline (e.g., Maths, Economics, Engineering)
- Proven track record in monitoring, measuring, and managing substantial financial risk exposures across complex portfolios
- Excellent understanding of global financial markets and product knowledge
- Experience in valuing complex products and understanding accounting implications
- Strong analytical skills, with expertise in curve construction, VaR, and multi-factor stress testing
- Proficiency in treasury and portfolio risk management systems, such as PORT Enterprise or Barra One
- Excellent communication and presentation skills, with the ability to draft and present papers on complex issues to various audiences


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