Counterparty Credit Risk Manager - Hedge Fund at Bank of America

Posted in Banking 15 days ago.

Type: Full time
Location: New York, New York

Job Description:

Job Description:

Job Description

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.

Required Skills

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.

1st shift (United States of America)

Hours Per Week: