Hedge Fund Credit Analyst recruitment
Responsibilities
- Quickly establish good working relationships with key business partners through responsive proactive contact and provide excellent service
- Establish good working relationships with Hedge Fund clients, ensuring a smooth onboarding process and continuous dialogue to build insight knowledge of their business requirements
- Possess a comprehensive understanding of the Hedge Fund due diligence process (in particular an understanding of trading strategies market risk management), documentation requirements and successfully take the lead in underwriting several new renewal credit approvals
- Perform ongoing monitoring risk management of their allocated portfolio both in terms of client performance trade portfolio risk transparency. Ensure all margin is properly taken on trades.
- Possess excellent Capital Markets product knowledge, will be deal focussed used to making timely decisions
- Calculate initial margin on a transactional basis using various calculators; review monitor portfolio margin calculations sensitivities. Backtest the HF transaction portfolio PL versus initial margin to ensure we are margining appropriately for the risk being put on. Reviewing managing portfolio sensitivities across all asset classes to identify concentrations or potential margin shortfalls.
- Liaise with Credit Analytics where necessary to perform valuation override processes, and update product initial margin grids
- Continue to enhance the risk metrics we use to manage and monitor the largest exposures (eg VAR margin, sensitivities, stress tests)
- Risk oversight of Prime Brokerage business and clients
Requirements
- Prior relevant Credit Risk Management work experience, preferably having covered NBFI / Hedge Fund credits
- Broad knowledge of derivative financial products
- A graduate with very good analytic skills.
- Strong computer skills in particular strong Microsoft Excel ideally with VBA macros and functions.
- Understanding of credit exposure methodologies
- Strong interpersonal communication skills with ability to build networks and work across lines of business
- Strong interest to enhance develop quantitative skills
If you feel you have the suitable skills for this role or want to find out more, please apply online or contact Deepan Sakthithasan at Hudson Credit Risk on 02071876103 or deepan.sakthithasan@hudson.com.
Please also not due to the high volume of applicants I may not be able to get back to every application. If you do not hear from myself within a week of applying this means your application does not meet the client’s requirements and therefore is unsuccessful.
October 15, 2010
• Tags: Hedge Fund Credit Analyst recruitment, Research careers in the UK • Posted in: Financial