Credit Portfolio Sr Analyst
Core
Design and monitor portfolio risk management solutions for hedge fund clients to optimize revenue, risk, and funding.
Role type
Senior IC credit portfolio risk analyst
Builds
Customized risk solutions and exposure monitoring frameworks for client trading programs
Domain
Banking / Credit Risk / Derivatives
Required skills
Risk modeling, stress testing, derivatives knowledge (FX, interest rate, credit), portfolio analysis, data analysis
Preferred skills
Structured products knowledge, VaR and factor sensitivities, Python/VBA
Technologies
Python, VBA, risk management tools
Responsibilities
Monitor client exposures and communicate with internal desks and external clients; Analyze client portfolios and propose risk limits; Develop processes to streamline data and risk analysis tasks; Prepare presentations and documentation on risk topics
Seniority
Senior, hands-on IC