Controls and Supervision:

Risk AM

• Oversee daily consolidated Alternative Investment (AI) risk and performance analysis, including monitoring, controlling, reporting, and managing guideline excesses/breaches across FoHFs, UCITS managed accounts, and other alternative strategies. Define and implement corrective actions as necessary.
• Actively engage in early warning systems, headline risk assessment, and crisis scenario management related to hedge fund single managers.
• Participate in the development, update, and enhancement of the AM risk framework, including risk profiles, policies, and procedures.
• Conduct investment process control analysis and reporting, ensuring compliance with product-specific risk frameworks (investment objectives, guidelines, and limits). Monitor pre- and post-trade adherence, implementing corrective actions when needed.
• Perform fund and portfolio-level risk analysis, including liquidity forecasting, counterparty analysis, and market data monitoring.
• Generate key risk indicators (market risk, liquidity risk, counterparty risk, investment compliance, due diligence activity, sustainability, valuation risk, and new product activity).
• Prepare the Monthly AI Risk Report, covering performance reviews, tracking error, leverage, back-testing, concentration risk, operational due diligence, and legal risk.
• Provide periodic reports to Senior Management.
• Support the onboarding of funds onto the UCITS managed account platform.
• Liaise with external UCITS managed account managers on eligibility, suitability, and compliance issues.
• Develop tactical IT tools for portfolio risk monitoring.
• Oversee outsourcing functions to service providers, ensuring compliance with internal and regulatory requirements.
• Prepare and track regulatory reports and follow up on RFP requests.
• Assist in UBP AM's operational risk assessment and reporting, working closely with other departments.

Risk TT

• Monitor, control, and report market risk, including daily position risk analysis, VaR/RAPM, stop-loss monitoring, stress scenario testing, and back-testing. Administer market risk limits and manage excesses.
• Conduct daily intraday position risk analysis and stop-loss risk monitoring for nostro books.
• Actively engage in early warning and crisis scenario management.
• Ensure P&L integrity and accuracy.
• Conduct independent pricing model verification, validation, and evaluation of complex and illiquid products in nostros.
• Ensuring daily consolidated monitoring, controlling, reporting and handling of limit excess of T&T counterparty, settlement and monthly Groupwide country risk limit exposure; intra day counterparty / settlement risk analysis.