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Martin Reinhard

Partner, Advisory, Head of Risk Services AM/AI

KPMG in Luxembourg

Martin is a Partner in Advisory at KPMG Société Coopérative in Luxembourg. He leads the risk service practice for asset management and alternative clients. He joined the firm in 2008 with a PhD in applied mathematics after working five years in the research department of the University of Trier.

Martin has grown the financial risk management practice at KPMG Luxembourg. During the kick-in of regulatory UCITS IV and AIFMD frameworks he advised management companies, as well as AIFMS in the implementation of their risk management frameworks and tooling. In 2011 he began to design and implement in-house product ideas to fulfill asset manager obligations with risk and reporting. Martin leads a team of risk managers who focus on daily client portfolio obligations. He also leads a team of business architects who work closely together with technology experts to develop new products and features. Because of Martin’s hard work, risk and reporting solutions like daily market and liquidity risk (VaR, Commitment, LaR, PRIIPS SRI & Performance Scenarios), post-trade investment compliance as well as institutional investor reporting solutions such as VAG, Solvency II, CRR and GroMiKV solutions found their way to the market. 

 

Areas of expertise

Risk Services for Asset Management and Alternatives

  • Daily Market- and Liquidity Risk Reporting (VaR, Commitment Approach, LaR, Backtesting, Stesstesting)
  • Post-Trade Investment Compliance for Luxembourg and Irish UCITS funds
  • Risk calculations in the context of UCITS KIID and PRIIPS KID (SRRI, Past Performance, SRI (MRM, CRM), Performance Scenarios)
  • Institutional Investor Reporting (VAG, Solvency II, CRR/CRD IV, GroMiKV, etc.)
  • Sustainability Risk Reporting


Risk Advisory for Asset Management and Alternatives

  • Review/implementation of Risk Management Frameworks, Policies and Procedures
  • Risk Management support for Market and Liquidity Risk
  • Risk Modelling, Model Risk Assessment, Model Validation,
  • Risk Reporting solutions for UCITS funds and Alternatives
  • Review/Implementation of sustainability risk solutions


Education

  • PhD in Applied Mathematics – University Trier (Germany)
  • Dipl. Math. oec. (Mathematics & Economics) – University Trier (Germany)
Martin Reinhard
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