The Risk Micro division within the UCI Prudential Supervision and Risk Management Department is in charge of the assessment of the adequacy of the risk management systems implemented by investment fund managers and pension funds by means of the review of the risk management procedures / actuarial reports transmitted to the CSSF and of the performance of on-site inspections.
In this context, you will mainly be in charge of assessing whether the risk management systems as well as the actuarial methods and rules of the pension funds comply with the applicable regulatory requirements.
In addition, you will on an ancillary basis contribute to the assessment of the risk management systems implemented by investment funds managers with the other members of the Risk Micro team.
Role & responsibilities
- Participate in the off-site review of the risk management system of ASSEPs/SEPCAVs
- Review the annual actuarial reports, the stress-testing results and the adequacy of the level of technical provisions of the pension fund
- Prepare and participate, on an ad-hoc basis, in on-site inspections of ASSEPs/SEPCAVs
- Contribute to the authorization process of ASSEPs/SEPCAVs in relation to investment strategies as well as actuarial methods / rules of pension funds
- Interact directly with responsible personnel/specialists of the supervised entities
- Participate in international working groups in the context of the development of the regulatory framework and reporting tools for pension funds
- Contribute to the off-site reviews of risk management systems of investment fund managers