
Risk Officer (V.I.E) H/F
- Luxembourg
- CDI
- Temps-plein
- Daily risk monitoring, analysis and assessment for each UCI the exposure of the UCI to market (VaR), leverage, credit, liquidity and counterparty risks, as well as exposure of the UCI to any other risks, including operational risk
- Conduct periodic portfolio stress tests, scenario analyses and back tests
- Implementation, monitoring and maintenance of investment restrictions in line with legal, regulatory or contractual requirements; assessment and classification of breaches; follow-up of compliance issues to ensure prompt resolution
- Eligibility checks according to UCITS requirements
- Producing, delivering and enhancing of risk analytics and risk management reports
- Maintaining input and data quality of the risk management systems
- Continuous challenge, maintenance and development of existing processes and data collection
- Contributing to the development and implementation of risk management policies, procedures, and controls
- Producing regulatory reporting to the CSSF under UCITS & AIFMD regulation
- Setting up and monitoring post-trade compliance checks including ESG-related rules (Bloomberg AIM / Confluence Revolution)
- Providing advice to clients' issues and requests on ad-hoc investment product eligibility analysis
- Participating and contributing to the Risk Management meetings
- Completing risk assessments of potential investments, identifying key risks and potential mitigating factors, in order to assess their overall impact on the portfolio
- Performing ad-hoc analyses and reporting to help address real-time demands from senior management and portfolio managers
- Contribution during fund/client on-boarding process, ad-hoc requests or (risk) project work