Investment/ Operational Risk and Swing Pricing

il y a 2 semaines


Luxembourg, Luxembourg Barclay Simpson Temps plein

Investment/ Operational Risk and Swing Pricing Manager:

  • Luxembourg
  • Up to €
  • Job type: Permanent
  • Sector: Financial Services, Asset Management & Funds
  • Job reference: #39763

RESPONSIBILITIES

  • Staying abreast of market best practices and proposing modifications or enhancements to established processes.
  • Performing ongoing swing pricing calculations and ensuring the firm's process remain aligned with industry best practices.
  • Analysing the daily investment risk reporting (market risk / VaR, backtesting, coverage, leverage, counterparty risk, and liquidity) coming from multiple risk systems and tools.
  • Participating in the global risk monitoring efforts: As part of the firm's Enterprise Risk Management team, assist on global projects regarding regulatory and IT developments.
  • Performing independent oversight and risk assessments of the business activities of the Management Company and its European sales branches.

QUALIFICATIONS

  • Master degree or equivalent in finance, mathematics, or a related field
  • Good understanding of Luxembourg and European swing pricing / antidilution mechanisms and risk management requirements with prior exposure to UCITS and AIFs and proven relevant work experience of minimum 5 years
  • IT and programming skills highly preferred
  • Professional accreditation such as CFA or FRM would be a plus

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