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Investment Risk Analyst

Salary £45k to £60k
Type Permanent
Location Luxembourg City
Sectors Europe
Credit & Risk Management
Job Reference T55/AXB/31224
Contact Amy Brown
Date posted 02-04-2019

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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Contact Amy about this job

Associate, Consultant