Investment Risk Manager

We are delighted to assist our client, a leading investment firm, in their search for an Investment Risk Manager.

How you'll spend your time..

Along with the Head of Risk Management oversee investment risk of various strategies / products - UCITS and AIF (including Liability Driven Investments, Money Market Fund, illiquid real assets) and segregated mandates

- Monitoring of Risk Management metrics, such as global exposure/leverage (including monthly stress test scenarios and monthly VaR Backtesting), SRRI, Counterparty risk, liquidity risk and sustainability risk through existing risk monitoring reports. Perform investigations using available risk tools & systems and improve risk reporting

- Prepare risk profiles of funds and adjust when required (new or amendment)

- Maintain and develop controls (quantitative an qualitative) for risk oversight as required

- Prepare, participate and review reports for the monthly/quarterly risk management working groups, Executive Committee and the management company/funds board meetings both on regular and ad hoc basis

- Prepare and review regulatory risk reports (UCITS Risk Report, AIFM report, ad hoc risk report/survey, etc)

- Chair / 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, Amsterdam and US and be an attendee at various committees/ working groups representing the risk team

- Ensure that activities undertaken by the Management Company meet the risk management requirements of the Luxembourg and European regulations

- Liaise with fund managers, internal stakeholders, auditors (both internal and external) and the regulator

- Regular review of policies, procedures and processes and ensure that the documentations comply with risk management requirements for UCITS and AIFMD regulations, together with any new applicable regulations

- Assist with departmental and other projects as required

To be successful in this role you will have..

- Previous experience within Luxembourg Management Company relating to Investment risk

- Broad knowledge of asset classes and markets, experience with LDI and MMF strategies considered as a strong advantage

- Good understanding of Risk Management as well as different types of risk measures (market, counterparty, credit, liquidity and sustainable risk) with the ability to challenge fund managers

- Understanding of risk models and their shortcomings. Experience with the Aladdin system is seen as a plus

- Technical ability to work with large amounts of data and analytics necessary, including preferably the use of SQL/Python to solve problems, develop solutions and drive efficiency

- Excellent analytical skills with the ability to identify problems and develop solutions.

- Pro-active, self-starter with a solution-oriented mindset

- Good self-organisational and time management skills; ability to work under pressure to short deadlines

- Strong written, verbal and interpersonal communication skills

- Fluent in English