SFT Risk & Hedge Fund Financing - Senior Risk Manager
Core
Senior Risk Manager providing independent oversight of Hedge Fund financing activities, including Repo, Reverse Repo, and Securities Financing Transactions (SFTs), ensuring risk appetite alignment and balance sheet integrity.
Role type
Senior IC risk manager (financing & counterparty risk)
Builds
Independent risk assessments, stress test scenarios, and limit recommendations for complex financing relationships with institutional clients.
Domain
Banking / Financial Markets (Hedge Fund Financing, Repo, SFTs)
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Counterparty risk assessment, Liquidity risk management, Market risk analysis, Collateral management, Stress testing, Leverage dynamics, Haircut methodologies, Wrong-way risk assessment, Concentration risk analysis, Regulatory capital frameworks
Preferred skills
SA-CCR, Basel III/IV, EMIR, SFTR, Securities lending, OTC derivatives, Balance sheet optimization, Python, SQL
Technologies
Murex, Python, SQL, Microsoft Excel
Responsibilities
Monitor and review secured financing volumes and structures across bilateral and triparty repo transactions; Evaluate SFT framework including counterparty eligibility and haircut methodologies; Assess resilience of financing structures under stressed market conditions; Perform independent risk assessments of SFT business with Hedge Fund counterparties; Identify early warning indicators and recommend proactive risk mitigation measures; Quantify potential losses arising from collateral liquidation under stress events; Present complex risk assessments to senior management and risk committees.
Seniority
Senior, hands-on IC
