ED SVP Hedge Fund Credit Risk Manager Risk Management Group

You will assess, monitor, and manage credit exposures for hedge fund and high-frequency trading counterparties. You will lead credit assessments, set and monitor limits, review transactions and legal documentation, conduct stress testing, represent Credit Risk in committees, and mentor junior colleagues.

Responsibilities

• Lead credit analyses and due diligence for hedge fund and HFT counterparties
• Assess investment strategies, portfolios, leverage, liquidity, financial statements, and risk frameworks
• Approve or recommend credit memos and counterparty limits
• Monitor exposure utilisation, margin, collateral, haircuts, limit breaches, and exceptions
• Review complex transactions and recommend risk mitigation
• Perform stress testing and scenario analysis
• Review ISDA, CSA, GMRA, GMSLA, and prime brokerage documentation
• Conduct onboarding assessments and periodic counterparty reviews
• Represent Credit Risk in internal committees
• Ensure regulatory and policy compliance
• Mentor junior colleagues and contribute to training

Requirements

• 8–12+ years of counterparty credit risk experience focused on hedge funds, non-bank financial institutions, prime brokerage, or trading counterparties
• Deep knowledge of derivatives, prime brokerage, securities financing, repo, margin lending, FX, clearing, PFE, stress testing, and CVA
• Ability to analyse hedge fund strategies and HFT or market-making business models
• Bachelor’s or Master’s degree in Finance, Economics, Quantitative Finance, Mathematics, Financial Engineering, or a related discipline
• Proficiency in counterparty exposure metrics, SA-CCR, internal model approaches, and CVA
• Knowledge of financial analysis, options Greeks, VaR, stress testing, Monte Carlo simulation, collateral, and margining
• Familiarity with Murex, Bloomberg, exposure management platforms, Excel, and PowerPoint
• Working knowledge of ISDA, CSA, GMRA, GMSLA, and prime brokerage documentation