Hedge Fund Credit Risk Analyst - £130,000

If you are interested in this candidate, please contact Simon Blau via email sblau@cerfinancial.co.uk or call on 0207 626 6065.

00356176

TECHNICAL:

  • Oracle – Multi Axis Tool, VBA (Intermediate), SQL (Notions), Microsoft Office, Bloomberg (Intermediate).

CAREER HISTORY:

January 2023 – Present

Banking – Mid Tier

Hedge Fund Credit Risk Analyst

Vice President, since February 2025

Associate

Responsible for the credit coverage of a portfolio of 26 large hedge funds managers active across all the different business lines (OTC/ Listed Futures & Options/ Equity PB/ Repos).

  • Perform annual or new client credit underwriting by due diligence meetings, review of constitutional documents, audited financials, risk reports, historical NAV and performance as well as credit exposure.
  • Monitor counterparty performances and credit exposures -IMR, PE, VaR, mono/multi-factor stress test, PB limits – and proactively respond to negative trends.
  • Assess margin adequacy based on house IAs vs SIMM margining.

Client onboarding:

  • Liaise with stakeholders to negotiate credit terms for legal trading documents – ISDA/CSA, GMRA, PBA - including termination triggers, collateral agreements, IA and delivery requirements.
  • For clients active in equity PB , determine with in-business risk the margining level based on sample portfolios and credit quality.

Trade coverage:

  • Determine IA levels for OTC trading based on market risk data and specific risk appetite per counterparty.
  • Determine HC levels for repos trading based on market risk data and specific risk appetite per counterparty.

Responsible for the implementing of a new Hedge Funds Credit Risk tool for EMEA:

  • Gather business need and expectations.
  • Review iterations of the tool to identify and prioritize modifications.
  • Train local users.

October 2021-Janaury 2023

Bank – Top Tier

Hedge Fund and Private Equity Credit Risk Analyst,

Associate

Responsible for the credit coverage of a portfolio of 20 hedge funds and private equity managers.

Implementing Cross Border Portfolio review.

  • Defining credit risk appetite by product type and implementing new policies worldwide.
  • Develop new capabilities to review in depth and accurately the credit and market risk of the portfolio of funds.
  • Reviewing business asks and proposing adequate action plan to senior management.

November 2020 – September 2021

Investment Banking – Mid Tier

Hedge Fund Credit Risk Analyst

Analyst

August 2018 – January 2020

18 months VIE mission

Responsible for the credit coverage of a portfolio of 15 hedge funds managers.

Scaling up portfolio monitoring capabilities.

  • Main point of contacts between Oracle IT support and counterparty risk teams, enhancing automatization of reporting and integration of new metrics in line with regulatory asks.
  • Main local point of contact for the design of a new overshoots management workflow tool, increasing efficiency between the first and second line of defense.

August – December 2017

Operational Security Manager Prime Services

5-month-internship

  • Analysis and collection of operational risk losses and reporting to senior management worldwide.
  • Support brokers of Prime Services UK in regulatory and operational risk requirements.

January – July 2017

Global Operational Risk Monitoring

6-month-intetnship

  • UK & EMEA RCSA campaign monitoring and reporting.
  • Assist UK and EMEA operational security managers with the group policies and requirements.

EDUCATION:

2015 – 2018: Business School

MSC in Management, Programme Grande Ecole

September - December 2016: University

2012 – June 2015: University

Bachelor in management and English

August – December 2014: University College

LANGUAGES:

  • French (native language), English (fluent).

VOLUNTEERING:

  • Association des Amis du Chateau de Montreuil Bonnin - Promotion of a French historic monument.

References Available Upon Request

If you are interested in this candidate, please contact Simon Blau via email sblau@cerfinancial.co.uk or call on 0207 626 6065.

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