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 S.A. This involves identifying and analysing risks, as well as monitoring them against the risk appetite of the different strategies. It will also include reviewing and adapting our processes to meet existing and new regulatory requirements, whilst working closely with and reporting to the Head of Risk Management in Luxembourg.

How you’ll spend your time..

Along with the Head of Risk Management oversee investment risk of various strategies / products - UCITS and AIF (including Liability Driven Investments, Money Market Fund, illiquid real assets) and segregated mandates

- 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

- Prepare risk profiles of funds and adjust when required (new or amendment)

- Maintain and develop controls (quantitative an qualitative) for risk oversight as required 

- Prepare, participate and review reports for the monthly/quarterly risk management working groups, Executive Committee and the management company/funds board meetings both on regular and ad hoc basis

- Prepare and review regulatory risk reports (UCITS Risk Report, AIFM report, ad hoc risk report/survey, etc)

- Chair / 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, Amsterdam 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

- Liaise with fund managers, internal stakeholders, 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

- Assist with departmental and other projects as required
 

To be successful in this role you will have..

- Previous experience within Luxembourg Management Company relating to Investment risk

- Broad knowledge of asset classes and markets, experience with LDI and MMF strategies considered as a strong advantage

- Good understanding of Risk Management as well as different types of risk measures (market, counterparty, credit, liquidity and sustainable risk) with the ability to challenge fund managers 

- Understanding of risk models and their shortcomings. Experience with the Aladdin system is seen as a plus

- 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

- Excellent analytical skills with the ability to identify problems and develop solutions.

- Pro-active, self-starter with a solution-oriented mindset 

- Good self-organisational and time management skills; ability to work under pressure to short deadlines 

- Strong written, verbal and interpersonal communication skills

- Fluent in English 

It would also be great if you 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 timePermanentBusiness Support & Operations