Market Risk Analyst H/F
CACEIS
LUXEMBOURG , Luxembourg
il y a 4j

Within the Risk Management Department of our management company Luxcellence Management Company, the Market Risk Analyst will join the team specialized in market risk.

This team is in charge of setting up and producing various risk indicators :

  • Value at Risk (VaR)
  • Market stress tests : Shocks on rates, credit spreads, equity markets, currencies, etc.
  • Backtesting (Kupiec, Christoffersen, Mixed Kupiec, etc.),
  • Liquidity of portfolios under normal and stressed market conditions,
  • Sustainability profiles (ESG),
  • SRRI and SRI risk indicators based on UCITS and PRIIPS regulations respectively,
  • Dedicated analysis on assets with a particular risk profile : Contingent Convertibles, structured products, etc.
  • As a Market Risk Analyst you will be in charge of the following missions :

  • Collect and control the information necessary for the production of risk indicators,
  • Produce risk indicators,
  • Analyze the results and check their consistency to identify any actions to be taken by the management company,
  • Carry out specific analysis on subjects requiring in-depth measurements,
  • Improve the indicators production process (VBA and Access projects),
  • Present the results of the research to the various committees of the company,
  • Follow the regulatory evolution,
  • Understand the risks inherent in portfolio strategies and propose appropriate risk measures.
  • Working at Luxcellence means entering a dynamic, international and growth-oriented group. We provide you with outstanding opportunities for your professional and personal development through a full set of trainings.

    We offer the possibility to develop your skills through the use of premium risk management tools.

    You will never walk alone : at Luxcellence we have a developed team spirit, and as a junior risk analyst you will benefit from the experience of advanced risk analysts.

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