RISK MANAGEMENT ANALYST

Lyxor Asset Management Inc. (“Lyxor”) is a wholly owned subsidiary of Amundi Holdings US, Inc., the holding company for the US operations of Amundi Asset Management. Amundi is a French asset management company. With $2.24 trillion of assets under management at March 31, 2022, it is the largest asset manager in Europe and one of the 10 biggest investment managers by AUM in the world. Amundi manages investment strategies across a diverse spectrum of asset classes (such as Equities, Fixed Income, Alternatives, ETF and Indexing).As part of Amundi alternative, Lyxor is specialized in the Alternatives investment strategies (liquid alternative or hedge fund strategy) and provides investment solutions for Institutional investors and wealth managers.

Key Responsibilities:

• Perform analysis and reviews of hedge fund portfolios and actively participate in investment decisions including risk allocation, diversification, and drawdown management
• Actively participate in enhancing and developing mathematical and analytical tools to be used in the portfolio construction and Risk Management process
• Develop and execute processes to estimate, monitor portfolio’s risk
• Conduct the day-to-day monitoring of investment guidelines: Investigate breaches and implement the appropriate procedure to follow-up breaches until they are rectified.
• Support management in the control and monitoring all types of risks: market risk liquidity, pricing, VaR, stress tests
• Participate in client and hedge fund meetings
• Work independently on complex and important portfolio risk projects

Location: New York

Business Development Support

• Assist in answering RFPs or RFIs, due diligences, and client requests
• Support the Sales and Marketing departments in the conduct of their activities on Risk related topics

Requirements:

• Minimum of Bachelor’s degree, in Finance/Statistics/Computer Science or related, is required
• Good academic knowledge of financial markets/instruments
• Hard-working, dedicated, and motivated. Able to work under pressure.
• Strong logical, mathematical, and analytical skills. Experienced in financial modelling and statistical methods.
• Experience with different computer programming languages, preferably Python and SQL.
• Experience with databases and data visualization tools, ideally Tableau
• Able to work in a team environment, to create team-spirit and to coordinate with team members.
• Proactive in analyzing problems and forming an effective solution to the problem.
• Adapt to changes in priorities and technical tools to meet business needs.
• Strong communication skills, ability to effectively explain complex topics in simple ways.
• Fluent English, ability to speak French would be a plus

Lyxor offers employees a hybrid work environment and requires all employees to be fully vaccinated when working in a company office, except where prohibited by state or local law

Experience

• 2 - 5 years: is required, prior experience in risk management is preferred