Credit Risk Exposure Manager (Analyst / Associate)

Overview

In this role you will support Credit Risk Management with a focus on hedge funds, quantifying and mitigating contingent exposures across financing and OTC trades. You will work with front office and risk teams to monitor credit risk, margin levels, and stress metrics while contributing to margin model development and regulatory implementations. You’ll automate and simplify risk processes to improve efficiency and risk insight. You will help shape risk strategies for collateralized portfolios and communicate insights to stakeholders. This is a hands-on, cross-functional position at a leading global financial services firm.

Responsibilities

• Pre-trade risk analysis for financing and OTC trades to support approvals; determine IA amounts and haircuts for SFTs; assess impact on Stress Loss limits for Hedge Funds
• Monitor and analyze client portfolios for credit exposures (CE, PE, EE), risk profiles and margins; provide drivers of risk changes
• Contribute to margin methodology development and document enhancements to margin models
• Manage risks for collateralized portfolios using metrics (credit risk, VaR, stress, liquidation scenarios) and generate reporting
• Ensure regulatory rule compliance (JFSA, PRA, BaFin, SEC) for Regulatory Credit Risk Exposure and Capital calculations and apply correctly to trade portfolios
• Collaborate with risk managers and stakeholders to fulfill ad-hoc analysis requests
• Automate/simplify/standardize risk management processes to improve efficiency and risk-focused decision making

Key requirements

• Broad knowledge of asset classes and their derivatives
• Excellent presentation and communication skills
• Understanding of client business motivations
• MS Excel to expert level
• Strong awareness of macro-economic trends
• Ability to work independently and drive for success

• Presentation and communication
• Motivation and self-starting
• Collaboration with cross-functional teams
• Programming skills (VBA, SQL, Python)
• Knowledge of risk metrics like VaR and stress testing
• Familiarity with margin models and collateralized transactions

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