Risk Officer (m/f)
Risk Officer (m/f)
Place of work Luxembourg
You will be mainly responsible for the daily operational production and controls around investment risks and compliance monitoring and reporting. You will work with internal and external counterparties, fostering a consultative and cross-border approach of risk identification, analysis and mitigation.
As a Risk Officer you will act autonomously, reporting to senior management. Your main responsibilities will be to:
- Monitor investment restrictions and eligibility of assets
- Be in charge of the daily production process for risk monitoring by managing data consistency, reports, and metrics. Help establish/implement new tools and systems for risk analysis
- Carry out daily risk controls and analyses (leverage, liquidity, stress tests, VaR, back tests, etc.) and escalate breaches
- Prepare reporting on risk and investment compliance monitoring for use by the management committees, boards of directors and other governance structures
According to your profile, the Risk Officer position would also enable you to:
- Develop an understanding of portfolio risks across UCITS, AIFs and alternative asset classes
- Gain exposure and maintain risk related policies, procedures and documentation
- Monitor industry developments on risk management
- Lead /participate in projects and working groups on risk related changes and issues
- Degree ideally with a financial, mathematical or statistical bias
- A professional certification or the willingness to be certified would be an asset (e.g. FRM, CFA, CAIA)
- Knowledge of risk measures e.g. Value at Risk (VaR), related stress and back tests and simulations, IRR
- Knowledge of Investment Restrictions and Eligibility frameworks
- Exposure to real assets is a plus
- Strong analytical skills
- Good command of German, English and/or French
- Demonstrated attitude with at least one of the following programming languages: VB, VBA
Your next steps
Interested? If so, please get in touch with the following contact persons:
Christiane Reichert | HR Consultant | T +352 404 770 204
Yvonne Scheuermann | Manager HR | T +352 404 770 209
We are active around the globe.
Do you also value an international environment?
We look forward to your experience. Your VP Bank.
VP Fund Solutions (Luxembourg) SA • 26, Avenue de la Liberté, B.P. 923 • 1930 Luxembourg • Luxembourg • T +352 404 770-383 • www.vpbank.com