Market & Credit Risk Analyst - Asset Management Group

LYXOR - Market and Credit risk analyst

Your environment :

- Lyxor Asset Management Group ("Lyxor Group") was founded in 1998 and is composed of two fully-owned subsidiaries of Societe Generale Group. It counts 600 professionals worldwide managing and advising $129.2bn of assets.

- Lyxor Group offers customized investment management solutions based on its expertise in ETFs & Indexing, Active Investment Strategies and Multi-Management. 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.

Your mission :

You will directly report to the Lyxor Risk team in Paris and will have the below mentioned tasks on all Lyxor funds :

- Production and analysis of risk reports on Lyxor funds including different strategies:

- ETF and Index Funds,

- Hedge Funds / Managed Accounts (Long short equity, Global macro, CTA, Event driven, etc),

- Fund of Hedge Funds,

- Quantitative Funds (Multi Asset, Formula Funds, CPPI).

Calculation/control of risk indicators:

- Market & Credit exposures (leverage, counterparty, CDS),

- Liquidity (weighted average liquidity, ATV, market capitalization, liquidity stress tests)

- Concentration (sector, country)

- Value at risk (historical)

- Stress test (based on adverse and hypo/historical methodologies),

- Regulatory and contractual investment restrictions (embargo controls, etc).

- Improvement and development of internal tools at the instruments and/or portfolio level.

- Software configuration (Sophis, Sungard adaptive,etc) and improvement and development of internal tools at the instruments and/or portfolio level (VBA macro developments) in order to monitor risk more efficiently and quicker.

- Write-up of policies and procedures related to the improvement of risk tools.

- Reports production including but not limited to statistics about production and risk consumption.

Your profile :

To be considered for this role, you must meet the following criteria:

- Qualified to master degree level or equivalent specialized in financial market;

- Good knowledge of Office Pack (especially Excel and Visual Basic), financial derivatives and valuation methodologies;

- Good understanding of risk methodologies and risk metrics used across various asset classes and ability to interpret and challenge risk metrics;

- Rigorous, autonomous and strong interpersonal skills with initiatives and commitment.