Risk Controlling Officer - CDI-(H/F)

Job description

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;

• Team player;

• Capacity to work in autonomy;

• Excellent analytical and problem-solving skills;

• Position not subject to MIF II.

Plus qu'un poste, un tremplin

Société Générale Luxembourg is a multi-category bank offering every employee the possibility to have several careers in a professional career path. Internal mobility and training are two core areas we focus on, in a dynamic, prosperous and evolving context.

Pourquoi nous choisir ?

We offer our employees a working environment adapted to the evolution of the business lines; this translates in two key words: remote working & agility (depending on the department).

Our unique geographical location in the heart of the City Centre and close to the Luxembourg City train station allows our employees to benefit from the advantages of a European capital.

“Building together, with our clients, a better and sustainable future through responsible and innovative financial solutions”.
Our CSR strategy is at the heart of our DNA and the Group wishes to position itself as one of the key players in the fight against climate change by supporting customers in their energy transition. In Luxembourg, our international environment offers us tremendous diversity within our teams, for which we guarantee equal opportunities.

Our open-innovation lab #Leplateaulux, in connection with the Luxembourg innovation ecosystem, allows our employees to benefit from proximity with external start-ups and internal project developers.

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.

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).

Nous sommes un employeur garantissant l'égalité des chances et nous sommes fiers de faire de la diversité une force pour notre entreprise.
Le groupe s'engage à reconnaître et à promouvoir tous les talents , quels que soient leurs croyances, âge, handicap, parentalité, origine ethnique, nationalité, identité sexuelle ou de genre, orientation sexuelle, appartenance à une organisation politique, religieuse, syndicale ou à une minorité, ou toute autre caractéristique qui pourrait faire l'objet d'une discrimination.

Référence: 19000W57
Entité: LFS (Lyxor Funds Solutions SA)
Date de début: Immédiat
Date de publication: 09/03/2020