Investment Risk Manager

il y a 5 jours


Luxembourg Ameriprise Financial Temps plein

As a member of the Luxembourg based investment risk team, our role is to maintain an effective risk management framework and processes for UCITS, AIFs and segregated mandates managed by Threadneedle Management Luxembourg. This involves monitoring of risk levels and appetite of the different strategies as well as reviewing and adapting our processes to meet new regulatory requirements.

**Responsibilities**

**How you'll spend your time....**
- Support the Head of Risk Management of Threadneedle Management Luxembourg, with Investment Risk Management oversight for Luxembourg domiciled products (UCITS and AIF) and managed accounts.
- Daily monitoring of Risk Management metrics for Luxembourg domiciled product, such as global exposure/leverage (including monthly stress test scenarios and monthly VaR Backtesting), counterparty risk and liquidity risk through existing risk monitoring reports. Perform investigations using available risk tools and systems. Report any observations to the Head of risk management.
- Weekly monitoring of the Synthetic Reward and Risk Indicators (SRRI) for UCITS funds.
- Daily monitoring of Risk Management metrics for Luxembourg managed accounts through existing risk monitoring reports. Perform investigations using available risk tools and systems. Report any observations to the Head of risk management.
- Perform the risk profiles of funds (UCITS and AIF) when required (new or amendment).
- Prepare and review reports for the monthly risk management working groups and the management company board meetings by aggregating information from multiple risk reports.
- Participate in the risk management working group(s) by presenting various risk reports to inform the broader investment risk team of relevant risk matters.
- Work closely with Investment Risk colleagues based in Luxembourg, London and US and be an attendee at various committees/ working groups representing the risk team.
- Interact regularly with the investment risk IT team to improve existing risk reports and investigate data issues when they arise.
- Ensure that policies, procedures and processes comply with risk management requirements for UCITS and AIFMD regulations, together with any new applicable regulations.
- Support the Head of Risk Management with ad hoc request and project when needed.

**Required Qualifications**

**To be successful in this role you will have....**
- Previous experience within Luxembourg Management Company relating to risk management.
- Experience working with liquid strategies (Equities, Bonds, and multi-asset), experience with illiquid strategies (Infrastructure Private Equity and Property) is seen as a plus.
- Good understanding of UCITS and AIFMD risk management framework as well as different types of risk measures (market risk, counterparty risk, credit risk and liquidity risk). Good understanding of the financial markets and risk management with the ability to challenge fund managers.
- Ability to understand and interpret regulations pertaining to risk management.
- Knowledge of the base Microsoft Office Suite (Word, Excel) and ability to query databases using SQL.
- Excellent analytical skills with the ability to identify problems and develop solutions.
- Strong interpersonal skills and team working abilities. Fluent in English (writing and speaking)
- Self-management and prioritisation of workload, with limited supervision.

**Preferred Qualifications**

**If you also had this, it would be great.**
- University degree in Mathematics, Applied Sciences or Engineering, Finance, Economy, or relate studies required

**About Our Company**

You’ll find the promise we make to our clients is the same one we make to our employees: Your success is our priority.

Here, you’ll find growth and career opportunities across all our businesses. We’re intentionally built to help you succeed. Our reach is expansive with a global team of 2,000 people working together. Our expertise is diverse with more than 450 investment professionals sharing global perspectives across all major asset classes and markets. Our clients have access to a broad array of investment strategies and we have the capability to create bespoke solutions matched to clients’ specific requirements.

We appreciate that work-life balance is an important factor for many when considering their next move so please discuss any flexible working requirements directly with your recruiter.


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