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Counterparty Credit Risk Manager

New York, New York

Job Description:

Second line credit risk role to assist in the oversight of hedge fund related trading activities (including Clearing/Prime Brokerage) and loan facilities.  Traded products oversight will include review of product level sensitivities and stresses, review of non-standard documentation terms and sufficiency of trade level initial margin.   The candidate will also assist in the preparation of periodic portfolio reviews with a goal of pro-actively identifying tail risks in the hedge fund portfolio.   The Counterparty Credit Risk Manager will primarily interface with first line credit risk officers on the review of hedge fund exposures.  Product and counterparty credit knowledge, along with database/Excel skills are necessary.

The candidate will be responsible for assisting in the risk management of a portfolio which includes hedge funds, asset managers and private equity funds.  

Required Skills and Experience:

  • Minimum 10 years of experience, preferably in either a counterparty credit analysis or portfolio management role
  • 5+ experience in analyzing buy-side firms such as hedge funds, asset managers and private equity funds
  • Knowledge of capital markets products, including equity derivatives, structured credit, credit derivatives, interest rate swaps, commodities and foreign exchange
  • Knowledge of prime brokerage and various clearing activities
  • Familiarity with trading documents including ISDA, Master Repurchase Agreements and Futures & Options Agreements
  • Sound written analytical skills
  • Ability to perform database queries, summarize and interpret results
  • Ability to perform advanced functions in Excel
  • Ability to prepare SharePoint presentations for senior management and other risk partners

Job Band:

H4

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Second line credit risk role to assist in the oversight of hedge fund related trading activities (including Clearing/Prime Brokerage) and loan facilities.  Traded products oversight will include review of product level sensitivities and stresses, review of non-standard documentation terms and sufficiency of trade level initial margin.   The candidate will also assist in the preparation of periodic portfolio reviews with a goal of pro-actively identifying tail risks in the hedge fund portfolio.   The Counterparty Credit Risk Manager will primarily interface with first line credit risk officers on the review of hedge fund exposures.  Product and counterparty credit knowledge, along with database/Excel skills are necessary.

The candidate will be responsible for assisting in the risk management of a portfolio which includes hedge funds, asset managers and private equity funds.  

Required Skills and Experience:

  • Minimum 10 years of experience, preferably in either a counterparty credit analysis or portfolio management role
  • 5+ experience in analyzing buy-side firms such as hedge funds, asset managers and private equity funds
  • Knowledge of capital markets products, including equity derivatives, structured credit, credit derivatives, interest rate swaps, commodities and foreign exchange
  • Knowledge of prime brokerage and various clearing activities
  • Familiarity with trading documents including ISDA, Master Repurchase Agreements and Futures & Options Agreements
  • Sound written analytical skills
  • Ability to perform database queries, summarize and interpret results
  • Ability to perform advanced functions in Excel
  • Ability to prepare SharePoint presentations for senior management and other risk partners

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21021001

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Referral Bonus:

Check out the New York City office

Located in midtown Manhattan, we’re right across from Bryant Park and a short walk to Times Square, Broadway theaters, Grand Central Station, excellent shops and world-class restaurants.

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Street Address

Primary Location:
ONE BRYANT PARK, NY, New York, 10036