Hedge Fund Credit Risk Exposure Manager

Nomura Greentech; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A global financial services company in London seeks a Credit Risk Exposure Manager to support risk management for Hedge Funds. The role involves quantitative analysis, client portfolio monitoring, and margin methodology development. Candidates should possess strong communication skills, in-depth knowledge of asset classes, and advanced Excel proficiency. The position offers opportunities for professional development in a dynamic environment.

Qualifications

• Experience in Prime Brokerage, Market Risk, or Exposure Management is desirable.
• Previous experience in fixed income derivatives and cash products is useful.

Responsibilities

• Provide quantitative support to Credit Risk management Team focused on Hedge Funds.
• Monitor & analyze client portfolios regarding credit exposures and risk profiles.
• Participate in margin methodology development and enhance existing models.
• Manage risks via relevant portfolio analysis using credit risk metrics.
• Understand regulations affecting Regulatory Credit Risk Exposure calculations.
• Automate and standardize risk management processes for improved efficiency.

Skills

Broad knowledge of asset classes and derivatives

Excellent Presentation and communication skills

Appreciation of client business and motivations

MS Excel to expert level

Good understanding of current macro-economic trends

Ability to work independently

Education

Financial Education, e.g. CFA, MBA

Tools

VBA

SQL

Python

Job description

A global financial services company in London seeks a Credit Risk Exposure Manager to support risk management for Hedge Funds. The role involves quantitative analysis, client portfolio monitoring, and margin methodology development. Candidates should possess strong communication skills, in-depth knowledge of asset classes, and advanced Excel proficiency. The position offers opportunities for professional development in a dynamic environment.