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Internship - Risk Management Officer (H/F)

Type de contrat

Stage

Localisation

LU-L-Luxembourg

Country

Luxembourg

Métier / fonction

DIVERS

Postuler REF: IFS000009

 

BNP Paribas Asset Management is the asset-management arm of the BNP Paribas group. With assets under management totaling over EUR 500 billion and a staff of more than 4,000 present in over 40 countries, BNP Paribas Asset Management offers a comprehensive range of financial management services to institutional clients and distributors around the globe.

BNP Paribas Asset Management also heads a line-up of specialized management companies, each with its own area of expertise and investment policies tailored to a particular asset class or local needs.

BNP Paribas Asset Management is searching for:

Internship Risk Management Officer (H/F)
                                    6 months

 

Assignments:

 

Ensure, for all Luxembourg funds, the conformity of the BNPP AM Risk Management model with the local legislation and the legislation of the countries where Luxembourg funds are registered.

 

Product Development:

 

 ·         Produce Monthly risk reports for all BNPP AM sub-funds;

·         Perform initial risk identification for all new BNPP AM sub-funds;

·         Assessment of the Risk profile Matrix for each sub-funds (UCITS IV, Part II, SIF);

·         Establish and document risk profiles for products prior COVAP submission;

·         Edit fund guides, including interpretation of investment restrictions.

Ongoing Monitoring:

·         Risk monitoring in line with the relevant fund’s risk profile and regulatory requirements: Control internal risk limits and risk indicators (VaR, Leverage);

·         Analysis of exceptions and breaches to the appropriate stakeholders;

·         Ensure integrity of risk reports (data sources, data mapping, data analysis and flows);

·         Ensure the correct review of daily VaR reports;

·         Ensure the correct review of VaR back testing;

·         Ensure the correct review of VaR stress Tests;

·         Perform timely, consistent and accurate monthly reporting as required by laws and regulations, policies and terms of references of Committees and /or to the local conducting Officers;

·         Interact efficiently with the Investment Compliance Team and to be fully integrated to the work of the Risk Management team and the Performance and Risk Analysis team in order to ensure the development and the follow-up of comprehensive reports covering the various Risk aspects related to the Fund structures;

·         Play an active role in the processes related to the Fund structures (mergers, launch of new structures, investment policy, investment universe, etc.) by acting as counsel on Risk matters for the various stakeholders (Product developers, Fund Managers, Fund Administrators and Investment Compliance).

Derivative Valuation:

 ·         Ensure that OTC valuation policies and procedures are maintained.

 

SRRI / KIID / other product risk profiles:

 

·         Advise on the risk classification of investment funds;

·         Perform oversight on monitoring SRRI risk limits/classifications.

Ad hoc duties:

 

·         Participate in industry associations to promote and improve risk management practices.

 


 

Profile:

Education

 ·         Master Degree ongoing in Financial Markets / Risks.

Computer skills

 ·         MS Office.

Experience

·         Knowledge in Statistical and mathematical matters;

·         Knowledge in financial market instruments;

·         First knowledge in quantitative measurement of risk (pricing methodology, etc.).

 Languages

·         Fluent in French and English.

 

Primary Location: LU-L-Luxembourg Job Type: Stage Job: DIVERS Education Level: Master ou équivalent (> 4 ans) Experience Level: Débutant Schedule: Temps plein
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