VP, Hedge Fund Credit Risk Analyst

Leadingnation; Hong Kong; On-site; HKD 700,000 - 1,100,000; Full time

Job summary

Nomura in Hong Kong is seeking a Hedge Fund Credit Risk Analyst in its Risk Management division. The role focuses on managing credit exposure to Hedge Fund and Private Equity funds across Asia ex-Japan, with deep knowledge of Prime Brokerage, SFT, and OTC derivative trades.

The candidate will work under the Regional Head of Hedge Fund Credit Risk, carry delegated credit approval authority, and collaborate with Front Office Risk and other risk functions to address stress scenarios and risk

Qualifications

• 7+ years of experience as a credit analyst covering Hedge Funds or alternative investment funds, or as a Credit Quant in an investment bank.
• Strong quantitative skills with ability to interpret complex risk metrics (IA, VaR, stressed exposure) for informed credit decision-making.
• Comprehensive understanding of portfolio trade risks and hedge fund strategies.

Responsibilities

• Conduct due diligence including collection and analysis of requisite DD material and client visits or calls.
• Analyze hedge fund trading strategies, risk management frameworks, performance metrics, operational controls and governance structures to produce high-quality credit assessments.
• Define credit terms and covenants for legal documentation including Prime Brokerage agreements, ISDA/CSA, and GMRA.
• Provide daily trade approvals in coordination with other risk teams and establish appropriate margining requirements.
• Perform ongoing monitoring of hedge funds including NAV and performance tracking.
• Investigate credit limit breaches by liaising with Sales, Operations and Credit Risk Analytics teams, determine root causes and escape as per Credit Policies.
• Collaborate with Front Office Risk and other risk functions to understand stress loss scenarios and recommend appropriate credit actions when risk appetite thresholds are exceeded.

Skills

Quantitative skills

Communication

Stakeholder management

Education

Bachelor's Degree

Job description

• Conduct due diligence (DD) including collection
• Bachelor's Degree from an accredited university
• Analyze hedge fund trading strategies

Job description:

Job Title: Hedge Fund Credit Risk Analyst

Corporate Title: Vice President

Division: Risk Management

Location: Hong Kong

Licensed Role: No

Department Overview

Nomura's Risk department manages and mitigates risks associated with the company's business activities. The department collaborates with senior leadership, business units, and stakeholders to develop and implement effective risk management strategies, providing guidance on market, credit, operational, and other risks. Nomura's Risk team specializes in risk modeling, stress testing, analytics, and reporting to align the company's risk profile with its business objectives. The team has a strong track record and reputation for exceptional service to clients. With a commitment to innovation and global reach, Nomura's Risk department is well-positioned to continue driving growth and success in the financial industry.

Role Description

This is a credit risk analyst role based in Hong Kong that manages credit exposure to Hedge Fund (HF) and Private Equity (PE) funds counterparties located in Asia ex-Japan(AeJ). Strong knowledge of hedge fund product trades including Prime Brokerage, Securities Financing Transactions (SFT) and OTC derivative trades is essential. The role carries delegated credit approval authority and reports to Regional Head of Hedge Fund

Responsibilities

• Conduct due diligence (DD) including collection and analysis of requisite DD material and client visits or calls
• Analyze hedge fund trading strategies, risk management frameworks, performance metrics, operational controls and governance structures to produce high-quality credit assessments
• Define credit terms and covenants for legal documentation including Prime Brokerage agreements, ISDA/CSA, and GMRA
• Provide daily trade approvals in coordination with other risk teams and establish appropriate margining requirements
• Perform ongoing monitoring of hedge funds including NAV and performance tracking
• Investigate credit limit breaches by liaising with Sales, Operations and Credit Risk Analytics teams, determine root causes and escape as per Credit Policies
• Collaborate with Front Office Risk and other risk functions to understand stress loss scenarios and recommend appropriate credit actions when risk appetite thresholds are exceeded

Requirements

• 7+ years of experience as a credit analyst covering Hedge Funds or alternative investment funds, or as a Credit Quant in an investment bank
• Strong quantitative skills with ability to interpret complex risk metrics (Independent Amount IA calculation methodologies, VaR, stressed exposure, etc.) for informed credit decision-making
• Comprehensive understanding of portfolio trade risks and hedge fund strategies
• Bachelor's Degree from an accredited university or equivalent experience
• Strong communication and stakeholder management skills