Credit Risk, VP / SVP - Hedge Fund Coverage

job description

about the company

Our client is a top tier Global Investment Bank with a strong presence in APAC.

about the job

• You will evaluate the creditworthiness and manage credit risk of a portfolio of Hedge Funds
• Conduct due diligence and prepare credit reviews with appropriate analysis to support recommendations such as counterparty rating and credit limits
• Negotiate credit related terms of legal documentation (ISDA/CSA, GMRA, PBA) required to initiate trading relationship with Hedge Funds
• Assess the risk associated with OTC derivatives (equity, credit, fx, rates) and repo lending transactions with Hedge Funds, provide sales/trading with trade pre-approvals and Initial Margin/Haircut calculations in a timely manner to maintain business continuity while ensuring risk appetite is appropriately managed
• Monitor client credit lines and stress test guidelines, investigate any limit breach by determining the source/rationale for the excess and ensured risk methodologies adequately captured credit exposure to counterparties

skills & experiences required

• Bachelor's degree preferably in accounting, finance or quantitative discipline
• MBA or CFA qualification - ideal
• At least 4-6 years for AVP / 8-10 years for VP level - of relevant risk management experience in credit risk. corporate credit risk or prime brokerage risk
• Good quantitative risk analysis skills employed in a credit risk, market risk or trading environment
• Experience in conducting due diligence and analysis of the financial condition of hedge fund counterparties - ideal
• Knowledge and understanding of financial markets and a breadth of trading and lending products with specific knowledge of derivatives
• Familiarity with common trading documentation, particularly ISDA/CSA, Prime Brokerage and Repo Agreements
• Excellent communicator, both written and spoken English
• Ability to work under pressure and demonstrate effective time management and planning skills
• Ability to work in a team based environment and independently when required

To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Rouella Landicho on +852 2232 3479 or email: rouella.landicho@randstad.com.hk

skills
hedge fund risk, credit risk, counterparty risk, traded credit risk, credit analysis, financial risk, market risk

qualification
FRM or CFA Qualification - ideal

responsibilities
Credit Risk, VP / SVP - Hedge Fund Coverage

educational requirements
Bachelor Degree