Conduct initial and ongoing due diligence of hedge fund and private equity clients
Analyze funds offering memorandums, marketing material, due diligence questionnaires, audited financial statements and historical returns
Meet with funds portfolio managers, CFOs, COOs, investor relations personnel etc. to further discuss and analyze the fund.
Write initial and ongoing annual credit reviews of each fund manager complex, addressing topics such as strategy & leverage, risk management, performance, liquidity, investor base, operations, reputation/pedigree
Assess the market risk of each credit-sensitive trade with hedge fund and private equity clients to determine the proper amount of initial margin to hold. Products/trade types include:
? -Repurchase Agreements
? -Structured mortgage backed securities
? -Sovereign bonds
? -Corporate bonds
-Interest rate swaps, caps, floors, etc.
- Credit default swaps
- OTC equity options and total return swaps
- Single name equity and index variance swaps
- Foreign exchange forwards and options
What you will need:
5+ years of Credit Risk experience covering alternative investment funds
Strong familiarity with fund financial statement analysis and credit risk metrics.
Familiarity with the products
Comfortable interacting with senior management, communicating within Risk Management as well as the relevant business areas.
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.