Senior Hedge Fund Credit Risk Leader

DBS Bank Ltd; Singapore; Hybrid; SGD 180,000 - 240,000; Full time

Job summary

DBS Bank Ltd. seeks an experienced Hedge Fund Credit Risk Manager in Singapore to lead counterparty assessments and risk management for hedge funds and HFT clients. You will challenge front-office proposals, mentor juniors, and guide risk governance across the desk.

The role requires deep knowledge of derivatives, collateral, margins, and regulatory frameworks, with hands-on experience in risk quantification and stress testing.

Qualifications

• 8–12+ years in counterparty credit risk for hedge funds, non-bank financial institutions, or prime brokers.
• Deep understanding of derivatives, prime brokerage, SFTs, repo, margin lending, FX, and clearing exposures.
• Knowledge of risk metrics (PFE, CVA, VaR) and stress testing.

Responsibilities

• Lead comprehensive credit analyses and due diligence on Hedge Fund and HFT counterparties.
• Assess strategies, leverage, liquidity, and risk management frameworks of funds.
• Set and monitor counterparties' credit limits across products.
• Approve complex transactions and apply risk mitigations.
• Design and implement stress tests and calibrate risk models.

Skills

Counterparty risk

Hedge funds

Derivatives

Credit risk metrics

SA-CCR

VaR & stress testing

ISDA/CSA knowledge

Murex/Bloomberg

Python/VBA

Margining

Education

Bachelor’s or Master’s in Finance/Quant field

Tools

Murex

Bloomberg

Excel

Job description

DBS Bank Ltd. seeks an experienced Hedge Fund Credit Risk Manager in Singapore to lead counterparty assessments and risk management for hedge funds and HFT clients. You will challenge front-office proposals, mentor juniors, and guide risk governance across the desk.

The role requires deep knowledge of derivatives, collateral, margins, and regulatory frameworks, with hands-on experience in risk quantification and stress testing.