Vos missions au quotidien
Mission : Manage the different investments regarding the compliance of the funds. Monitor and prepare the regular risk reporting.
Tasks and responsibilities :
Daily risk analysis (e.g. Market, Counterparty, Liquidity) and global exposure calculation;
Daily valuation of OTC derivatives, including complex derivative structures;
Monitoring of investment compliance against legal requirements, prospectus, internal policies and guidelines;
Maintenance and further development of the Risk Management Procedure;
Be the contact person for internal and external auditors, investment managers or any other fund stakeholder;
Risk reporting to the Senior Management and the Board of Directors of the Management Company;
Analysis and identify risk factors for new fund setup. Build risk procedure and reports for the new fund;
Presentation of risk reports during Board Meetings or internal Risk Committees;
Lead / participate in projects and working groups on risk related topics and developments;
Service review meeting with different service providers, analysis KPI.
Et si c’était vous ?
University degree in "Finance", "Mathematics', "Computer Science" or a related field with quantitative focus;
Proven experience in a similar position within the funds industry is an advantage;
Experience in model validation and knowledge of quantitative models (e.g. Black Scholes, Local Volatility) is considered a strong advantage;
Strong MS Office knowledge;
Bloomberg AIM & Bloomberg Derivatives Livrary, B languange compiling knowledge;
VBA & SQL strong programming skills;
Knowledge of the funds’ regulations (UCITS and AIFMD) and the relevant laws and guidelines;
Good German, English and French knowledge;
Capacity to work in autonomy;
Excellent analytical and problem-solving skills;
Position not subject to MIF II.
Plus qu’un poste, un tremplin
The successful candidate can expect to work in a dynamic environment which is both challenging and rewarding in a long-established financial institution in Luxembourg.
Our Recruitment process :
The short-listed candidates will be invited to perform a reasoning test, a personality questionnaire and to one or more face to face interviews in order to discuss about their experience, skills and values.
In order to finalize the recruitment process, the selected candidate will have to present a certain number of supporting documents before his integration (copy of diplomas, proof of previous jobs, and possibly an extract of the criminal record (bulletin n 3 for the Grand Duchy of Luxembourg).
Pourquoi nous choisir ?
LFS (Lyxor Funds Solutions SA) is the Luxembourg-based management company of Lyxor Asset Management, the fully-owned Asset Manager of Société Générale Group.
Lyxor offers customized investment management services in ETFs & Indexing, Alternatives & Multi-Management, Absolute Return & Solutions.
Driven by acknowledged research, advanced risk-management and a passion for client satisfaction, Lyxor's investment specialists strive to deliver sustainable performance across all asset classes.