Head of SAM Luxembourg Risk Management

  • Starting on : ASAP
  • Experience level : Senior
  • Activity : Asset Management
  • Office : Luxembourg

Manage and control the risks of the Super Management Company SYZ Asset Management Luxembourg SA ("Super ManCo") and its Funds.

Your missions
  • Lead the Risk Management team based in Luxembourg (composed by the Head and a Junior Risk Manager)
  • Assume the role of Conducting Officer of SYZ Asset Management Luxembourg SA
  • Responsible towards the CSSF and external audit for all risk and valuation matters
  • Propose and implement the Risk Management Process ("RMP"): Market Risk, Counterparty Risk, Liquidity Risk and Operational Risk
  • Propose and validate investment guidelines
  • Control compliance of risk limits/investment restrictions; ensure successful correction of breaches
  • Organise Risk and Valuation Committees
  • Report to the Board of the SuperManco and to the Board of the Funds about risk management; prepare associated risk reports
  • Advice portfolio managers on risk matters (e.g., questions regarding UCITS V)
  • Liaise with external auditors for risk management issues
  • Manage the relationship with the CSSF for risk and valuation matters in close collaboration with the Legal & Compliance team
  • Manage the relationship with the central administrator and custodian for risk and valuation matters
  • Maintain and manage risk and valuation data and reports (e.g., VaR, liquidity, securities lending, structured products, investment breaches, valuation)
  • Ensure investment compliance with regulation (UCITS, AIFMD)
  • Participate to the due diligence and supervision of third-parties (in particular sub managers, counterparties and central administrator)
  • Watch regulatory changes and ensure successful compliance
  • Support the RFP/sales teams for client questions concerning risk management
Your profile

Professional experience:

  • At least 10 years experience as a risk manager with a significant experience with Luxembourg UCITS and also UCI
  • Excellent knowledge of the UCITS and AIFMD risk regulatory framework University Diploma in Business Administration (minimum master), Engineering or equivalent

Personality characteristics:

  • Reliable
  • Analytical mind
  • People management
  • Ability to impose restrictions to a senior portfolio manager
  • Pragmatism and risk-oriented approach, strong leadership skills

IT Skills:

  • Microsoft Office especially Access and Excel VBA
  • Statpro
  • Factset (including Factset MAC risk model)
  • Webfolio
  • Bloomberg

Language requirements:

  • Fluent in French and English
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