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|Sector||Credit & Risk Management|
An International Asset Management are looking for a Investment Risk Analyst to join their growing team within Luxembourg.
Check risk measures (sensitivities, statistical measures, stress) and ensure all positions are correctly modelled;
Investigate any issues and liaise with internal departments as required
Produce and send risk reports and limit reports to London and Luxembourg teams
Monitor exposures against internal and external guidelines, investigating exceptions if any.
Run VaR back-testing and Periodical stress Testing
Monitor the Asset and liability Liquidity risk management
Produce, review and send limit reports
Analyse any reported exception and engage with execution desks and Portfolio Managers to confirm ongoing compliance with limits and overall counterparty risk framework
Participate in the periodical l counterparty review
Following Internal counterparties creditworthiness and market risk exposure
Ensure appropriate update of the risk profile of the products (UCITS, AIF or segregated mandates) managed by the Company;
Work with the group Risk team to support the development and potential enhancement of risk tools and systems
Good command of excel and capacity to adapt quickly to new software
Fluent in English, French would be an asset.
Proven experience in risk management and oversight activities. Knowledge of Luxembourg and European risk management requirements and prior exposure to UCITS and AIF funds would be an asset
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