Location – Dublin 1
As a core member of this Risk team, you will be working with some of the industry’s most accomplished professionals to deliver award-winning services for complex fund structures.
In this role you will be responsible to produce 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.
What experience are we looking for?
- 2+ 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 vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit.
- A quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA).
- Proficiency in Excel, VBA, SQL.
- Working knowledge of business intelligence tools such as Qlik Sense (or Tableau) an advantage.
If this sounds like a role of interest and you fit the criteria above, please get in touch ASAP.
Following your application for this specific role, Sigmar may contact you regarding other positions that we feel you may be suitable for. If you do not wish to be contacted about other opportunities please let us know. For further information please refer to the Privacy Statement on our website.