VP Credit Risk Management

In this role, the successful candidate will be relied upon to analyze, monitor and manage the counterparty risk resulting primarily from the firm`s trading and financing activities. The candidate must have in-depth hedge fund credit analysis experience and will also be expected to analyze non-levered funds (ex. mutual funds, pension funds, advisors). The successful candidate will be expected to complete ongoing risk assessments of these counterparties, which will include an analysis of financial stability, risk management strategies (hedging strategies, liquidity management and capital management, etc.), management strength, and various other factors. Additionally, the candidate must be familiar with ISDA/CSA terms and the margining process with capital markets trading activities The candidate will play an integral role in supporting the growth of the firm`s new derivative subsidiary. Information gathering will be completed through financial statement/documentation analysis, discussion with counterparty management and, in many cases, on site due diligence. As a result of these analyses, the successful candidate will be expected to establish counterparty exposure limits, opine on exception requests, and monitor the condition and exposure tolerance of a counterparty on a going forward basis. The ideal candidate will have notable credit and capital markets experience, have familiarity with the hedge fund industry and related sectors, and will be comfortable working in a fast paced environment.
REQUIREMENTS
Position Requirements:
Undergraduate degree in Finance, Accounting, Economics - Graduate degree preferred. CPA/CFA preferred.- 5-7 years experience in Financial Analysis or Credit Analysis- Hedge fund counterparty credit analysis experience is required- Working knowledge of Excel, Access and Word. - Strong written and verbal communication skills.