Risk

Responsabilities:

Person in charge of the permanent Risk Management function of JFML (as notified to the CSSF) with a managerial role, and thus responsible for all risk management activities/tasks set forth under AIFMD, UCITS, MMFR or any other relevant regulation.

Implement, maintain and improve the Risk Management Policies and the related risk procedures to monitor/manage all material risks (including Market Risk, Liquidity Risk, Credit Risk, Counterparty Risk and Operational Risk).

Develop, implement and maintain the Risk Profile for each managed sub-fund in line with the risk management policies and ensure prompt reporting to any relevant parties of actual or potential breaches of risk limits identified and ensure appropriate corrective actions are ensure continuous/reliable data feed and proper settings of the automated Risk engine (“MSCI RiskMetrics”) and carry out day-to-day risk measurement and monitoring of exposure to all risks through a wide range of indicators (i.e. VaR, leverage, stress testing, liquidity buckets, ).

Ensure production of timely and high quality risk reporting and risk analysis to the Senior Management, Board of Directors, Investment Managers and regulatory authorities (MMFR Legal reporting, Annex IV, ) as required.

In relation to MMFR requirements, ensure implementation of the Internal Credit Quality Assessment Procedure and carry out credit quality

Assist in the oversight of the delegates and service providers (e.g. investment managers, risk service providers, etc.) including attendance at regular service review calls and due diligence

Skills:

Experience

  • A minimum of 4-5 years of relevant experience in similar role
  • CFA, FRM or CAIA designation is an advantage
  • Master in Economics, Finance or Mathematics, or similar Bac +4/+5

Knowledge

  • Strong knowledge of financial & operational risks borne by UCITS Funds and Alternative Investment Funds and risk metrics to measure and monitor risk levels
  • Strong knowledge of fund investment restrictions and of financial markets, in particular key features/data associated with a wide range of financial instruments including equities, fixed income, money market instruments, funds and
  • Strong understanding of European and Luxembourg regulatory framework and requirements applicable to Luxembourg Funds, Irish Funds and Management Companies (including AIFMD, UCITS, MMFR, ESMA guidelines and CSSF circulars).

Langages

  • Excellent English communication skills (both written and verbal) is mandatory
  • Fluency in French would be an advantage

IT skills

  • MSCI RiskMetrics
  • Bloomberg
  • Asset Arena Investment Accounting (“GP3”)
  • SimCorp Dimension (“SCD”)
  • Programming tools/languages knowledge such as C# and VBA are considered as distinctive
  • Microsoft Suite

Personal skills

  • Analytical, communication and problem-solving mind
  • Leadership
  • Team player
  • Strong sense of organization
  • Deadlines driven
  • Attention to détails
Job Category: Tax Reporting Risk
Job Type: Permanent
Job Location: Luxembourg

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