Hedge fund credit role responsible for managing the counterparty risk on a portfolio of US based hedge funds. Responsibilities include: performing due diligence of fund clients / preparation of written analysis substantiating recourse value of counterparty / proposing risk based limits based on assigned internal counterparty rating / review of potential exposures using VaR, scenario, and other risk based metrics / negotiation of standard industry documentation / conducting ad hoc portfolio reviews.
Prior hedge fund counterparty risk experience required at the Vice President level. Strong knowledge of markets and hedge fund products (derivatives, repo, prime brokerage, etc.) is required. Strong written and verbal skills. Good quantitative and Excel based skills required.