VP, COUNTERPARTY CREDIT RISK (Hedge Funds)

Our client is an international investment banking firm providing insight, expertise and execution to investors, companies and governments. The firm provides a full range of investment banking, sales, trading, research and strategy across the spectrum of equities, fixed income, foreign exchange, futures, commodities and select asset and wealth management strategies globally. They now invite an outstanding candidate to join them.

You will be responsible for

• Focusing on hedge fund clients, you will perform counterparty credit risk analysis and research, credit limit review and approval, trading structure analysis, and post-trade monitoring covering equities and FICC products.
• Provide comprehensive credit assessment and review of hedge fund clients by fundamental and financial analysis, regulatory and industry analysis, client interviews and on-site due diligence, scenario analysis and stress testing on counterparty’s creditworthy, and concluded with the credit review reports for Executive Committee level’s decisionmaking
• Identification and calculation of potential future exposures and risk capitals, stress testing of portfolio drawdown and counterparty’s creditworthy, internal credit rating and exploration of implied credit rating, and valuation and liquidation testing ofcollateral
• Derivative and structured product trade level approval including trade structure analysis, identification and calculation of potential future exposures, and verification of initialmargins
• Coordinate post-trade monitoring on limit utilization reports, collateral and initial margin reports, client tiering reviews, and hedge fund strategy performanceappraisals
• Coordinate with Legal Team on key credit term negotiations of the master agreements asISDA / GMRA / GMSLA
• In-depth knowledge in derivatives and prime brokerage business, risk measurements and assessment, and strong modeling and quantitativeskills

To be considered, you should be a degree holder with a minimum of 8 years of relevant credit risk experience in financial industry together with excellent market knowledge with sound communication and presentation skills.