Risk Analyst

Job title : Risk Analyst
Location : Luxembourg
Job-type : Permanent
Contact : Dylan Rosser
Call : Dylan
Reference : J8673
THE SEARCH:

Altus Partners have partnered with a leading Alternative investments Firm in Luxembourg that is looking to add an Analyst to the Risk function. The role will have a focus on supporting the implementation and ongoing assessment of the AIFM risk management policy. The role will be working very closely with the Risk Manager and Head of Risk in Europe.

THE ROLE:

  • Support management on the design, implementation and ongoing assessment of the AIFM risk management policy and the AIFM risk profiles & frameworks for new and existing funds, strategies, segregated accounts and ancillary activities of the AIFM.

  • Assess acceptability of risk associated with new deals and transactions.

  • Perform regular portfolio risk assessments including but not exclusively credit and liquidity risk, stress testing, market risk, VAR, back testing and leverage.

  • Review and assess risk associated with valuation models on the assets and assist the Valuation Committee on the valuation process.

  • Lead the data quality reviews of reports and vendors leveraged in the risk management process

  • Monitor operational risk and produce reporting.

  • Maintain and amend as necessary the Risk and Control Self-Assessment Matrix of the AIFMSupport compliance monitoring reviews and regulatory risk monitoring and work with the Compliance team on assigned projects and tasks.

  • Prepare the risk reports for the AIFM and AIF and GP boards

  • Review Annex IV reports before submission

  • Preparation of the annual report on the AIFM risk management function for the CSSF.

  • Carry out the monitoring of the risk limits of each AIF set in frameworks and produce the AIF Risk Reports

THE REQUIREMENTS:

  • 1-3 years experience in asset management, bank or financial entity, preferable in a risk department.

  • Good understanding of AIFMD and alternative funds operations in Luxembourg including Real Estate and infrastructure, Private Equity, credit risk and private debt risk.

  • Ability to design financial risk models and coding skills (Excel VBA, SQL or similar) to build macros and reports for risk management purposes.

  • Familiar with vendor reporting tools (Bloomberg, custodians and brokers) leveraged for risk analysis.Previous exposure to oversight of operational processes and/or internal audit reviews