Vie Risk Management Analyst M/F

Description du poste

The Risks Management team implements and maintains adequate risk management procedures to assess the risks arising from the activities of the UCIs, Private Equity vehicles and managed portfolios, as well as the Management Company itself, in accordance with the global risk management framework approved by the Board of Directors, and with the specific risk levels established, where appropriate, by its investment committees.

As a member of the Risk Management team the main responsibilities will be to support on the following :

Evaluate and quantify market risk, credit risk (including issuer risk and counterparty risk) and liquidity risk.

Calculate and verify compliance with the risk limits approved by the board of directors and, when appropriate, by the investment committees, and make sure these are in line with the risk profile established in the UCI prospectus.

Analyze and calculate liquidity risk, both at the level of UCI and at the level of each financial instrument, as well as globally for all UCI managed including any other managed portfolios.

Ensure availability and accuracy of data in the system for both Portfolio and Benchmark performance analysis

Ensure the validation of the Benchmark in the system and make the necessary updates.

Monitor the performance of the portfolio against the benchmark and identify which asset class has a higher or lower performance.

Contribute to the elaboration of internal reports ensuring the accuracy of performance data.

Review performance data contained in customer reports.

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