Your responsibility
1 Investment Risk Analysis and Monitoring
1. Daily identification, analysis, and escalation of risk events across all risk factors (market, liquidity, credit/counterparty, and ESG risks)
2. Conduct multi-dimensional risk analyses including Value-at-Risk, CVaR, stress testing, backtesting, and scenario analysis
3. Produce and quality-assure daily risk monitoring reports and monthly investment risk reports for stakeholders
4. Monitor and further develop Key Risk Indicators (KRIs) across all risk dimensions
2 Risk Infrastructure and Target Operating Model
5. Operate, maintain, and further develop the existing risk analytics platform (automated dashboards, data pipelines)
6. Co-design and execute the transition to the new risk engine
7. Define the Target Operating Model for the future risk infrastructure in close collaboration with IT, Data Management, and external partners
8. Ensure integration of portfolio management systems, risk engines, and external data sources into a coherent analytics environment
3 Sparring Partner and Collaboration
9. Act as sparring partner and advisor to the investment teams on all investment risk matters
10. Support strategic product development and projects from a risk perspective
11. Provide functional leadership and mentoring of Junior Risk Analysts, including task coordination, technical guidance, and quality assurance
Your qualification
Education
12. Master's degree in Economics, Finance, Mathematics, or Engineering
13. FRM, CFA, CQF is an advantage
14. Minimum 5 years of professional experience in Investment Risk Management at an asset manager, bank, or insurance company
Technical Knowledge
Risk & Quantitative
15. Comprehensive expertise in Investment Risk Management and quantitative risk models (VaR, CVaR, stress testing, backtesting, scenario analysis)
16. Strong understanding of financial markets, asset classes (equities, fixed income, multi-asset, structured products), and macroeconomic dynamics
17. Experience with performance attribution and contribution analysis
Programming
18. Solid programming skills in Python and SQL
19. Experience building and maintaining API-based workflows and integrations
Platforms
20. Experience with risk platforms such as Bloomberg PORT/PORT+, Aladdin Risk, MSCI RiskMetrics, or comparable systems
21. Familiarity with portfolio management systems (e.g. SimCorp) and ESG data providers is considered an advantage
Data Infrastructure
22. Experience with databases, ETL pipelines, and data modelling
23. Familiarity with data lake architectures (object storage, analytical query engines, columnar storage formats)
24. Ability to operate, maintain, and further develop existing data infrastructure
DevOps
25. Basic familiarity with containerized environments, CI/CD pipelines, and monitoring tools
Languages
26. Fluent in German and English (written and spoken)
What we offer
27. Flex Office enables people to work independently of time and place
28. Staff restaurants at our main locations
29. Wide range of health promotion schemes
30. Above-average retirement provision benefits
FlexOffice: Work independent of location and time
Flex Office enables people to work independently of time and place
Employee restaurant
Staff restaurants at our main locations
Promotion of public transport
Health promotion
Wide range of health promotion schemes
Retirement plan
Above-average retirement provision benefits