VIE Risk Analyst Milan H/F

· 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 violations and follow up on actions undertaken by portfolio managers to reduce these violations. · Contribute to the definition of the set of internal risk limits. · Produce periodic reporting on performances, risk statistics, and results of controls. · Update market risk and performance data on Prospectus and KIID. · Measure performances and the ex-ante and ex-post risk indicators of managed portfolios. · Define and control the parametrization of performance and risk measurement IT tools. · Perform periodic controls on the valuations of the assets of managed portfolios. J-18808-Ljbffr

Location: provincia-di-milano, IT

Posted Date: 2/12/2025