Our client, a reputable hedge fund located in London, specialising in credit-focused investment strategies. Committed to delivering consistent returns for their investors, they are seeking a skilled Credit Risk Analyst to join their dynamic team. This role presents an exciting opportunity to contribute to the risk management function within a fast-paced and innovative environment.
As a Credit Risk Analyst, you will be responsible for analyzing and assessing credit risk associated with the fund's investments. Working closely with portfolio managers, traders, and other risk management professionals, you will contribute to the development and implementation of robust credit risk models, conduct thorough credit analyses, and play a key role in optimizing the risk-return profile of the fund.Key
- Develop, implement, and maintain credit risk models to assess the creditworthiness of counterparties and analyse credit risks associated with various investment instruments.
- Conduct in-depth analysis of counterparties, assess their financial stability, and evaluate the impact of credit events on the fund's portfolio.
- Collaborate with portfolio managers to establish and monitor credit limits for counterparties, ensuring alignment with the fund's risk appetite.
- Evaluate legal and financial documentation related to credit agreements, ensuring compliance with internal policies and regulatory requirements.
- Monitor credit exposures in real-time and generate comprehensive credit risk reports for management. Provide insights into credit risk factors affecting the portfolio.
- Conduct stress testing and scenario analysis to assess the impact of adverse credit events on the fund's portfolio. Work with the team to develop and implement risk mitigation strategies.
- Collaborate with various stakeholders, including portfolio managers, traders, legal, and compliance teams, to ensure a comprehensive understanding of credit risk factors within the investment process.
- Bachelor's or Master's degree in finance, economics, or a related field.
- Previous experience (3+ years) in credit risk analysis within a hedge fund or financial institution.
- Strong understanding of credit risk models, credit derivatives, and fixed income markets.
- Familiarity with legal documentation related to credit agreements.
- Proficiency in programming languages such as Python or R etc... (3+ years work experience)
- Excellent analytical and problem-solving skills.
- Effective communication skills, with the ability to convey complex credit concepts to diverse stakeholders.