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You will be an Associate Director, Investment Oversight within the Investment Management Oversight Function (IMOF) at BlueBay Funds Management Company S.A., reporting to the Conducting Officer responsible for Investment Management. This senior role focuses on enhancing robust governance frameworks and leveraging quantitative automation tools to provide independent oversight of delegated investment managers, with particular emphasis on ESG integration, portfolio analytics, and regulatory compliance under CSSF Circular 18/698.
Job Responsibility:
Enhance and implement automated monitoring systems for quantitative portfolio oversight, analysing MIS reporting, KPIs/KRIs across investment strategies, portfolio composition, performance metrics, and compliance parameters
Perform advanced quantitative and qualitative analysis on portfolio holdings, attribution analysis, sector allocation, peer group rankings, target alpha performance, and distressed/illiquid asset valuations
Lead governance oversight of delegated investment managers (RBC Global Asset Management UK and US), conducting comprehensive due diligence investigations and ongoing monitoring of operational effectiveness
Oversee ESG integration and compliance ensuring adherence to SFDR, EU Taxonomy, ESG investment restrictions, exclusions, and sustainability objectives across all funds and segregated mandates
Execute the Investment Control Framework including monitoring of eligible assets, investment restrictions, and other regulatory compliance requirements
Identify, investigate and escalate breaches of KPI/KRI thresholds, investment guidelines, and governance standards, providing data-driven insights and recommendations
Assist in in the production of regular IMOF assessments for ManCo Product Committees, Monthly Conducting Officers Meetings, Quarterly ManCo Board, and Fund Board meetings
Monitor evolving ESG and investment regulations, ensuring timely implementation of regulatory changes and responding to regulatory inquiries with robust data analytics
Requirements:
Senior-level experience in Luxembourg funds industry with deep understanding of UCITS, AIFM framework, and CSSF Circular 18/698 requirements
Strong quantitative and automation capabilities with proven experience implementing technology-driven monitoring solutions, automated dashboards, and data analytics tools for portfolio oversight
Extensive governance experience performing due diligence and ongoing monitoring of delegated investment managers' operations and compliance frameworks
Solid understanding of ESG regulations including SFDR, EU Taxonomy, and ESG integration into investment processes
Advanced analytical skills with extensive experience in sophisticated fixed income and equity products, including securitization instruments (CLOs, ABS) and distressed/illiquid assets
Ability to challenge the portfolio constructively with data-driven insights
Fluent in English with strong communication and presentation skills for senior-level stakeholder engagement
Nice to have:
Programming skills (Python, SQL, VBA) or experience with data visualisation tools (Power BI, Tableau)
Experience with attribution analysis methodologies and performance analytics
Knowledge of securitisation regulation due diligence and pre-/post-trade analysis
Background in product governance and product onboarding processes
Familiarity with CSSF regulatory engagement and inquiry response processes
What we offer:
A comprehensive Total Rewards Program including bonuses, flexible benefits and competitive compensation
Leaders who support your development through coaching and managing opportunities
Opportunities to work with the best in the field
Ability to make a difference and lasting impact
Work in a dynamic, collaborative, progressive, and high-performing team
A world-class training program in financial services