Immediately | Luxembourg
We are looking for highly motivated interns with a keen sense of quality who would like to join our creative and inspiring team to work towards the best possible solutions and products.
Your responsibilities and training area
- Investment limit monitoring: Daily monitoring of statutory and fund-specific investment guidelines
- Implementation and monitoring of risk measurement requirements in accordance with the relevant legal and regulatory provisions
- Daily monitoring of counterparty, market and liquidity risks
- Monitoring of risks specific to alternative investment funds
- Assistance with the new instrument process for new instrument classes/expansion of use or definition of existing instrument classes
- Ongoing validation of the VaR model (primarily through backtesting and stress tests)
- Daily validation of asset valuations
- Assistance with EMIR/AIFMD reporting
- Daily monitoring of incoming mail and responding to open questions within an appropriate timeframe
In addition to pure risk measurement (Value at Risk), the intern will also gain an insight into the other activities of the fund company's risk management, as well as valuation models for structured products and calculations for other risk limits.
- You are in the latter stages of your university degree in the area of mathematical finance or business Administration
- You ideally have very good Microsoft Office skills, including Visual Basic
- You have an in-depth interest in capital market affairs and common asset management products
- You are a reliable and independent worker
- You have excellent teamwork and communication skills
- Fluent in English and German
We look forward to receiving your application, including CV, by e-mail – please include the keyword "Risk".
Assenagon Asset Management S.A.
1736 Senningerberg, Luxembourg
Phone +352 27049-100