As a member of the Luxembourg based Risk Management team, your role is to maintain an effective risk management framework and processes for UCITS, AIFs and segregated mandates managed by Columbia Threadneedle Investment. 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. The Risk Management Analyst will work closely with and report to the Head of Risk Management in Luxembourg.

How you'll spend your time..

- Supporting the Head of Risk Management of Threadneedle Management Luxembourg and the Investment Risk team, with Investment Risk Management oversight for funds (UCITS, AIF (Liability Driven Investment (LDI), Money Market Fund (MMF) and illiquid Real Assets) and managed accounts;
-  Monitoring of Risk Management metrics, such as global exposure/leverage (including monthly stress test scenarios and monthly VaR Backtesting), SRRI, Counterparty risk, liquidity risk and sustainability risk through existing risk monitoring reports. Perform investigations using available risk tools & systems and improve risk reporting; 
- Maintaining the risk profiles of funds and adjust when required (new or amendment);
- Preparing and analysing inputs for the monthly/quarterly risk management working groups and the management company/funds board meetings;
- Preparing and reviewing regulatory risk reports (UCITS Risk Report, AIFM report, ad hoc risk report/survey, etc);
- Participating in the risk management working group(s) by presenting various risk reports to inform the broader investment risk team of relevant risk matters;
- Working closely with Investment Risk colleagues based in Luxembourg, London, Amsterdam and US and be an attendee at various committees/ working groups representing the risk team;
- Ensuring that activities undertaken by the Management Company meet the risk management requirements of the Luxembourg and European regulations.
- Liaising with fund managers, internal stakeholders, auditors (both internal and external) and the regulator;
- Regularly reviewing 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;
- Supporting the Head of Risk Management with ad hoc request and project when needed (such as VaR model review, change of risk metrics, etc);
- Sourcing, manipulating and/or analysing data to identify and investigating key risk issues across portfolios;

To be successful in this role you will have.. 

- Previous experience within the Asset Management industry relating to investment risk is seen as a strong plus
- Experience working with liquid (Equity, Fixed Income, Multi-assets) and illiquid strategies (Real Estate); LDI and MMF is seen as a strong plus
- Good understanding of Risk Management 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 risk issues
- Technical ability to work with large amounts of data and analytics necessary, including preferably the use of SQL/Python to solve problems, develop solutions and drive efficiency.
- Strong interpersonal skills and team working abilities. Fluent in English (writing and speaking)

It would be great if you also had..

- University degree in Mathematics, Applied Sciences or Engineering, Finance, Economics or related studies 

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