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Risk Manager (M/F) - Asset Management
UCITS and AIF
About Our Client
Our client is a prestigious European asset management company with activities located in Luxembourg.
You will join a team of 6 professionals which objective is to reinforce the risk management framework.
Located in Luxembourg, you will collaborate with other risk analysts located in Europe.
Your main responsibilities will include:
- Stay up-to date regarding regulatory regulations/CSSF impacting the manco
- Monitor market risk: calculation and analysis of Var and volatility, definition and implementation of stress test scenario
- Analyze credit risk for bonds, implementing internal valuation models
- For derivative products, ensure that the valuation is correct
- Participate to the elaboration and/or improvement of internal procedures and methodology
The Successful Applicant
- 4 years' experience in a similar position in a management company, investment banking or big 4
- Deep knowledge of risk management focusing on market, credit and regulatory risk
- Strong understanding of CSSF regulations applicable to the investment fund sector
- Good knowledge of listed and OTC derivative products such as futures, options, forward…
- Good knowledge of VBA and Excel. Knowledge of Riskmetrics is an asset
- Fluency in English and French
- Autonomous and rigorous
- Good communication skills and team-spirit
What's on Offer
Challenging position of risk analyst in an international and dynamic environment