Universal-Investment is the largest independent investment management company in the German-speaking part of Europe and the market leader in the areas of Master-KVG services and private label funds.
With its administration, insourcing and risk management services, the company focuses on the administration and structuring of funds, securities, real assets as well as alternative asset classes and offers complex risk management solutions.
To achieve our ambitious growth goals we are currently looking for a Risk Measurement Specialist to join our Risk measurement department.
Your Tasks and Responsibilities
- Performs processes and procedures of qualified market risk measurement according to the regulation for investment funds:
- Computes and verifies risk analytics for market risk on a daily basis (value at risk, backtest, stress test, simulation analysis)
- Performs decomposition, modelling and integration of derivative securities und structured instruments into the daily process of market risk measurement
- Performs pre-trade eligibility checks of new assets with respect to the valid legal and technical requirements for risk management of investment funds
- Answers ad-hoc inquiries and conducts calculations and risk analysis related to client reporting requests
- Conducts assessments of the necessity and the applicability of the qualified approach for market risk measurement in the case of launching new investment funds or the conversion of existing portfolios (concept check)
- Carries out special tasks concerning the entire data flow from the risk measurement system and the implementation, development and enhancement of risk analytics:
- Technical and specialist support and development of the monitoring process for market risk (plausibility, limit system, utilisation, communication)
- Technical and specialist support and development of interfaces to internal databases and existing risk-analysis tools (process infrastructure, IT architecture)
- Regular verification of risk figures, optimisation and development of risk-analysis templates (statistics, content, layout)
- Assessment of new risk-analysis requirements with regard to feasibility and implementation effort
- Conceptioning, implementation, testing and process integration of new risk types and risk statistics
- Development and extension of risk analysis within the web-based reporting platform PowerPortal
- Cooperates across borders with other companies and branches of the Group in German and English language
- Performs project tasks within the scope of the department's annual strategic provisions
- Supports strategically important initiatives from a business unit and a branch perspective
Your skills and experience As successful candidate, you will bring the following:
- Master’s degree or equivalent qualification in Finance, Economics, Big Data and Business Analytics, Business Mathematics, Business Administration, or related subject
- Relevant practical experience in the fields of measurement of market risk and the calculation of risk figures for multi-asset investment funds or other kind of multi-asset portfolios
- Good knowledge and understanding in the field of Financial Engineering and Financial Product Structuring
- Intermediate level in one or more programming languages like VBA, SQL, R, Matlab, Python or similar
- Basic to intermediate knowledge of databases, data architecture, and technical interfaces
- Basic to good knowledge of the German and the European investment law
- Results orientation, self-reliant working, outstanding quality and reliability, unsolicited communication, customer service focus
- Fluent in spoken and written English, good to very good German language skills
What we offer Employees at our company are encouraged to work independently, show commitment and be supportive. In return, our company acknowledges performance, supports creativity and team spirit and promotes further training. As a company with a successful name and considerable growth potential, we have much to offer: a performance-related salary, flexible working hours and a modern workplace in a conveniently-situated location. Your personal development opportunities are directly influenced by your commitment and your success.