• Management, monitoring and control of the Market and Liquidity Risk within IBRC’s Trading and Loan Book.• Banking Book reporting and analysis including PVBP limits, gap ladders, dynamic net interest scenario modelling and stress testing.• Monitoring of IBRC’s interest rate risk through PV01, mark2market, basis and VaR analysis.• Involved in calculation and recommendation of interest rate, asset liability management and fx hedging solutions for the Treasury… Show more • Management, monitoring and control of the Market and Liquidity Risk within IBRC’s Trading and Loan Book.• Banking Book reporting and analysis including PVBP limits, gap ladders, dynamic net interest scenario modelling and stress testing.• Monitoring of IBRC’s interest rate risk through PV01, mark2market, basis and VaR analysis.• Involved in calculation and recommendation of interest rate, asset liability management and fx hedging solutions for the Treasury Book.• Hedging and risk minimisation during wind down of fixed income derivative portfolios.• Derivative valuation, maintenance of bank's risk infrastructure.• Proficient in SQL, Excel, VBA and Bloomberg. Show less

• Porfolio manager tasked with origination, monitoring and trading of Bank's Liquidity Bond Book.• Transferred to Debt Capitial Markets Desk - funding the bank in the capital markets, though the issuance of MTNs (structured & vanilla private placements) and CP (Euro, US & French CD).• Determining the Anglo Irish Bank pricing curve and issuance strategy.• Analysing the risk metrics, pricing and structures of proposed trades.• Awarding mandates for Private… Show more • Porfolio manager tasked with origination, monitoring and trading of Bank's Liquidity Bond Book.• Transferred to Debt Capitial Markets Desk - funding the bank in the capital markets, though the issuance of MTNs (structured & vanilla private placements) and CP (Euro, US & French CD).• Determining the Anglo Irish Bank pricing curve and issuance strategy.• Analysing the risk metrics, pricing and structures of proposed trades.• Awarding mandates for Private Placements and execution of trades. Show less

• Credit analysis of portfolio of European Bank assets and Asset Backed Securities.• Responsible for origination, monitoring and trading of full portfolio.• Full Credit applications prepared for each asset and presented to Credit Committee. • Sectors included Covered Bonds, Banks, RMBS, CMBS, Student Loans,Structured Investment Vehicles.