JPMorgan Investment Risk Analyst - Lux 

Luxembourg 

804521098

As an Investment Risk Analyst within the Asset Management Risk Management Team, you will play a critical role in ensuring robust risk management practices across various risk disciplines, including Investment Risk, Liquidity Risk, ESG Risk, and Counterparty Risk. You will independently assess and challenge business risk management activities, escalate new or emerging risks, and execute risk-based independent monitoring. Additionally, you will stay abreast of regulatory developments and advise business and senior management on risk governance.

Job responsibilities:

• Risk Monitoring and Reporting:
  • Assist in monitoring and reporting investment risk on an independent basis at both strategy and fund/account levels.
  • Investigate fund/account threshold excesses as part of the threshold monitoring framework, including stress testing, fund liquidity risk, global exposure for funds on VaR, leverage, and performance.
  • Carry out relevant investigations and escalate limit/threshold excesses.
  • Monitor market events that can significantly impact the business.
• Risk Analysis and Deep Dives:
  • Perform deep dives, including analysis of stress tests, liquidity profiles, sustainability characteristics, and performance, and compare with the portfolio’s risk profile.
  • Lead risk management initiatives to enhance control, oversight, and monitoring of risk measures.
• Liaise with and present findings to business partners, such as Investment Directors and Portfolio Managers, on risk reviews.
• Ensure that Risk Management Procedures are followed.
• Prepare Risk Management presentations for Senior Management, Boards, and Regulators in the EMEA region.
• Assist in the preparation of regulatory reviews and reports (e.g., ICARA, CSSF/FCA queries).
• Present risk measures in governance forums such as Investment Director Reviews, Liquidity Forum, and new business initiatives.