Associate - Investment Risk - Liquid Assets [Luxembourg]

 

Associate - Investment Risk - Liquid Assets Luxembourg Accounting and Finance Full-time Funds Competitive salary on offer.

Description

Leading global FS company with specialist services for the asset management industry is undergoing a period of significant growth and are looking to hire a risk manager to join the risk management desk.
Partnering with institutional investors, investment funds and asset managers, the organisation supports and protects investment structures and strategies worldwide. With over 20 years’ experience and a comprehensive range of specialist services to its name, our client is now serving assets under management in excess of $1Tn.

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Key responsibilities
Monitoring of portfolio risks

• Monitoring of investment compliance (legal framework restrictions and investment strategy limits) and all levels of risk (market, credit, counterparty, liquidity).
• Ensure timely checks, production and delivery of risk and compliance reports.
• To identify risk drivers per investment product (especially bespoke derivatives) and to define the appropriate VaR and stress testing methodologies.
• Effectively escalate, communicate and report breaches and to clients and to the CSSF.
• To follow up on client requests and ad-hoc investment product eligibility analysis.

Set-up of new clients

• Assess investment strategies and identify the relevant financial instruments.
• Assess risk profiles and propose relevant risk monitoring methodologies and portfolio stress tests.
• Ensure correct mapping of the portfolio instruments.
• Liaise internally with other departments and externally with clients, to set up the production of risk management monitoring.
• Ensure the smooth start-up of daily and monthly reporting processes.

Other tasks

• Participate in meetings with prospect or existing clients to cover topics around risk, investment compliance and/or valuation.
• Take ownership of projects while collaborating with other team members locally and internationally.

Education

• University degree in a numerical discipline, Engineering, Mathematics, Finance etc. Any advanced degree would be considered as an advantage but not required.

Values & Qualities

• We value and require a strong work ethic and collegial/team spirit.
• You are a self-motivated problem solver with the ability to adapt to a continuously changing global environment.
• Provide effective feedback to senior management as well as to peers.

Experience

• 1 + years’ experience within the funds industry and ideally within fund risk management oversight framework.
• Investment Compliance (UCITS & AIF structures)
• Market Risk- VaR methodologies and derived risk analytics
• Liquidity Risk- Asset side and portfolio liabilities.
• Credit Risk-Methodologies for risk quantification and rating attribution.
• Understanding and/or proven experience of market practice models for derivatives (credit, equity, rates) valuation.
• Experience in Python, SQL or VBA would be considered as an advantage.
• Fluent in English with very good writing and verbal communication skills. Any other language would be considered an asset.

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