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Investment Risk Manager

Posted on Jan. 26, 2025

L0l, Luxembourg
No Salary information.

Full Time

As a member of the Luxembourg based investment risk team, your role is to maintain an effective risk management framework and processes for UCITS, AIFs and segregated mandates managed by Threadneedle Management Luxembourg. This involves monitoring of risk levels and appetite of the different strategies as well as reviewing and adapting our processes to meet new regulatory requirements. You will work closely with and report to the Head of Risk Management in Luxembourg.

How you'll spend your time..

Support the Head of Risk Management of Threadneedle Management Luxembourg, with Investment Risk Management oversight for Luxembourg domiciled products (UCITS and AIF (LDI, MMF and illiquid real assets) and managed accounts;
Daily monitoring of Risk Management metrics for Luxembourg domiciled product, such as global exposure/leverage (including monthly stress test scenarios and monthly VaR Backtesting), counterparty risk, liquidity risk and sustainability risk through existing risk monitoring reports. Perform investigations using available risk tools & systems and improve risk reporting;
Daily monitoring of Risk Management metrics for Luxembourg managed accounts through existing risk monitoring reports. Perform investigations using available risk tools and systems and improve risk reporting;
Weekly monitoring of the Synthetic Reward and Risk Indicators (SRRI) for UCITS funds;
Take a key role in provision of investment risk support to NL AIFM (LDI business);
Report any observations to the Head of Risk Management;
Perform the risk profiles of funds (liquid and illiquid) when required (new or amendment);
Prepare and review reports for the monthly risk management working groups and the management company/funds board meetings by aggregating information from multiple risk reports;
Prepare and review regulatory risk reports (UCITS Risk Report, AIFM report, ad hoc risk report/survey, etc);
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 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.
Interact regularly with the investment risk IT team to improve existing risk reports and investigate data issues when they arise;
Liaise with fund managers, 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;
Support the Head of Risk Management with ad hoc request and project when needed (such as VaR model review, change of risk metrics, etc)

To be successful in this role you will have..

Previous experience within Luxembourg Management Company relating to Investment risk.
Experience working with liquid and illiquid strategies (LDI, MMF).
Broad knowledge of asset classes and markets, experience with LDI and MMF strategies is seen as a plus.
Good understanding of UCITS and AIFMD risk management framework as well as different types of risk measures (market, counterparty, credit, liquidity and sustainable risk). Good understanding of the financial markets and risk management with the ability to challenge fund managers.
Ability to understand and interpret regulations pertaining to risk management.
Understanding of risk models and their shortcomings. Experience with the Aladdin system is seen as a plus.
Excellent analytical skills with the ability to identify problems and develop solutions.
Strong interpersonal skills and team working abilities. Fluent in English (writing and speaking)
Self-management and prioritisation of workload

About Columbia Threadneedle Investments

Working at Columbia Threadneedle Investments you'll find growth and career opportunities across all of our businesses.

We're intentionally built to help you succeed. Our reach is expansive with a global team of 2,500 people working together. Our expertise is diverse with more than 650 investment professionals sharing global perspectives across all major asset classes and markets. Our clients have access to a broad array of investment strategies, and we have the capability to create bespoke solutions matched to clients' specific requirements.

Columbia Threadneedle is a people business and we recognise that our success is due to our talented people, who bring diversity of thought, complementary skills and capabilities. We are committed to providing an inclusive workplace that supports the diversity of our employees and reflects our broader communities and client-base.

We appreciate that work-life balance is an important factor for many when considering their next move so please discuss any flexible working requirements directly with your recruiter.

Full-Time/Part-Time

Full time

Worker Sub Type

Permanent

Job Family Group

Business Support & Operations

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