Quantitative Risk Manager – Asset Manager

Position: Quantitative Risk Manager
Location: Luxembourg

Our client is a boutique asset management firm specialising in UCITS but transitioning to
include alternative investments, mainly focusing on real estate. Luxembourg is the front office
and you be working closely with the Asset Managers. Programming skills is a must have for this
role, but you will be supported by the current Head of Risk.

Key Responsibilities:

Risk Modeling and Analysis:

• Develop and implement quantitative risk models, including Value at Risk (VaR),
  stress testing, and scenario analysis.
• Analyze complex financial instruments and transactions to assess potential risks
  and recommend appropriate risk mitigation strategies.
• Utilize statistical methods and mathematical models to quantify and evaluate
  market, credit, and operational risks.

Data Management:

• Collaborate with data teams to ensure the availability and accuracy of relevant data
  for risk modeling and analysis.
• Enhance data quality and consistency to improve the effectiveness of risk models.
• Work on data visualization techniques to present risk metrics and insights to
  various stakeholders.

Internalizing Risk Management Function:

• Work closely with internal stakeholders to understand business processes and
  identify areas for internalizing risk management functions.

Qualifications:

• Master’s in a quantitative field such as Finance, Statistics, Mathematics, or a related
  discipline.
• 2-4 years of experience in Risk Management experience in quantitative risk
  management, ideally within the financial services sector.
• Strong programming skills in languages such as SQL and Python
• Familiarity with risk management regulations and frameworks, particularly in the
  Luxembourg’s financial environment.
• Excellent analytical and problem-solving skills.
• Effective communication skills with the ability to convey complex quantitative
  concepts to diverse audiences.
• Ability to work independently and collaboratively in a team-oriented environment.

Offer:

• Salary up to 85,000 EUR (depending on experience and suitability)
• Strong bonus – up to 40%
• Meal vouchers
• Lunch vouchers