Vice President - Hedge Fund Credit Risk Analyst

Job description

​This is a credit risk analyst role based in Hong Kong that manages credit exposure to Hedge Fund (HF) counterparties located in Asia ex-Japan (AeJ). Good knowledge of OTC derivative trades is required for this role.

Responsibilities:

• Undertake Due Diligence (DD) visits to, or calls with, with Hedge Fund clients, collect credit information necessary for undertaking credit analysis

• Analyze Hedge Funds’ trading strategies, risk management processes & practices, performance metrics, operations, controls etc. and write high quality Credit Memos

• Prescribe credit terms & covenants for legal documents such as ISDAs, CSAs, GMRAs etc.

• Approve derivative trades on a daily basis for HF counterparties. Liaise with Credit Quant team and obtain Independent Amount (IA) or Initial Margin numbers for derivative trades.

• Review NAV and Performance data for Hedge Funds under coverage on a monthly basis. Follow up with HF Managers who have not submitted monthly newsletters. Flag to supervisor, those Hedge Funds that exhibit deteriorating performance metrics.

• Investigate credit limit breaches by speaking to Sales, Operations and Credit Risk Analytics team, determine the cause and escalate as per Credit Policies.

Skills, experience, qualifications and knowledge required:

• Should have 7 years of work experience as a credit analyst analyzing Hedge Funds or Financial Institutions or as a Credit Quant in an investment bank

• Good understanding of derivative trades and how ‘Independent Amount’ (IA) is calculated for them.

• Should be highly numerate. Quant background and knowledge of excel modelling will be a definite advantage

• Should be thorough and have an eye for details

• Should have excellent report writing skills

• Should have good inter-personal and strong verbal communication skills. Should be at ease in communicating with Sales and external clients

• Should be able to work under time pressure

• Working business knowledge of Mandarin language desirable, but not necessary.

If you are interested in finding out more about this career opportunity, please email your resume to Nestor Roldan, nestor.roldan@charterhouse.com.hk Web: www.charterhouse.com.hk

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