hedge fund credit risk - avp-vp level role in hong kong

posted
job type
permanent
salary
HK$ 600,000 per year
apply now

job details

posted
location
hong kong
job category
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 600,000 per year
reference number
91M0088388_1530933048
phone
000
apply now

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 4-8 years of relevant risk management experience in 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.