Risk Officer

  • A partir de : Assim que possível
  • Nível de experiência : Intermediate
  • Atividade : Asset Management
  • Escritórios : Luxembourg

Support the Head of Risks of the SAM Luxembourg Super ManCo to manage and control risks.

Suas missões
  • Monitor risk limits and ensure successful correction of breaches
  • Monitor valuation/pricing of instruments
  • Maintain and improve the risk database
  • Produce risk reports (portfolio risk reports, VaR, structured products, securities lending, restrictions, etc.)
  • Advice portfolio managers on risk matters (e.g., questions regarding UCITS V)
  • Liaise with external auditors for risk management issues
  • Support the Head of Risks for the communication with the CSSF and depositary banks
  • Help the Head of Risks to prepare Risk and Valuation committees
  • Perform ad-hoc risk analysis
Seu perfil

Professional experience:
Required:

  • 4-6 years experience in risk management 
  • Knowledge of UCITS V risk and compliance regulatory framework
  • Knowledge of traditional risk indicators (VaR, duration, ytm, etc.)

An advantage:

  • Experience with derivatives
  • Experience working within a Depositary Bank or Super ManCo
    Knowledge of AIFMD risk and compliance regulatory framework

 

Personality characteristics:

  • Rigorous, scientific oriented an solution oriented
  • Creative, team player and autonomous

 

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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