Vie - Risk Analyst - Milan Ari

Vie - Risk Analyst - Milan
Ari
Abruzzo, Ari

Produce the periodic reporting on performance contribution and performance attribution analysis.

Monitor the respect of all internal risk limits and of all contractual risk limits regarding quantitative indicators (Value at Risk, ex ante Tracking Error).

Analyze the causes of the violations and follow up the actions undertaken by the portfolio managers to reduce the violations.

Contribute to the definition of the set of internal risk limits.

Produce the periodic reporting on performances, risk statistics, and results of controls.

Update the market risk and performance data on Prospectus and KIID.

Measure the performances and the ex-ante and ex-post risk indicators of the managed portfolios.

Define and control the parametrization of the performance and risk measurement IT tools.

Perform periodic controls on the valuations of the assets of the managed portfolios.

Qualifications: A master's degree in Economics or in other quantitative disciplines.

Previous internships or experience in finance, banking, or risk management.

Good knowledge of statistics, econometrics, and finance.

Team-oriented with a proactive mindset.

Attention to detail and ability to work under tight deadlines.

Excellent knowledge of Microsoft Office.

Good knowledge of VBA programming, SQL, Bloomberg, and Factset.

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