Hedge Funds Credit Risk Manager - Banking - London

Job Title: Hedge Funds Credit Risk Manager - Banking - London
Contract Type: Permanent
Location: London, England
Salary: £55000 - £70000 per annum
Reference: BBBH18557_1526977128
Contact Name: Charlotte Emms
Contact Email:
Job Published: May 22, 2018 09:18

Job Description

Twenty Financial Services are currently recruiting for a Hedge Funds Credit Risk Manager for a Tier 1 Investment Bank in London.

The person filling this role will be focusing on the credit risk analysis of hedge fund exposures.


  • Credit risk analysis (both quantitative and qualitative) of counterparties
  • Development and implementation of counterparty risk frameworks and limits
  • Perform due diligence and create annual reviews
  • Proposing appropriate credit limits
  • Development and enhancement of MI (Management Information)
  • Creation and implementation of scenario analysis tools and stress tests
  • Margin methodologies and market and credit risk modelling understanding
  • Deep analysis to interpret VaR drivers and stress testing results
  • Ad hoc analysis of emerging market and macroeconomic events
  • Ongoing enhancement of risk systems and tools
  • Regular interaction with sales, trading and prime brokerage teams
  • Dealing directly with clients

Key Skills

  • Hedge fund credit risk analysis experience, preferably from a leading Investment Bank
  • Excellent grasp of traded products and markets ; risk management experience across all asset classes and derivative markets
  • Understanding of market and credit risk modelling and margin methodologies
  • Excellent technical knowledge of portfolio risk modelling (VaR/ stress testing/ PFE modelling)
  • Advanced Excel essential and VBA and SQL desirable
  • Understanding relevant legal documentation and risk metrics: experience in negotiating legal documents (ISDA etc.)
  • Ability to prepare written analysis for EMEA hedge funds
  • Ability to provide challenge to the Front Office