Job Description

Job details

Job Title: Hedge Fund Credit Risk Analyst

Job Code: 1224426
Skill Category: Risk
Location: Singapore Client Job Ref:

Job Type: Permanent
Post Start Date: 31 Oct 2022
Post End Date:

Job Summary:

Company overview

Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Wholesale (Global Markets and Investment Banking), and Investment Management. Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit .

Aon's Benefit Index , Nomura's benefits rank #1 amongst our competitors

Role Overview:

This is a credit risk analyst role based in Hong Kong that manages credit exposure to Hedge Fund (HF) counterparties located in Asia ex-Japan(AeJ). Good knowledge of OTC derivative trades is required for this role.

Responsibilities

• Undertake Due Diligence (DD) visits to, or calls with, with Hedge Fund clients, collect credit information necessary for undertaking credit analysis
• Analyze Hedge Funds' trading strategies, risk management processes & practices, performance metrics, operations, controls etc. and write high quality Credit Memos
• Prescribe credit terms & covenants for legal documents such as ISDAs, CSAs, GMRAs etc.
• Approve derivative trades on a daily basis for HF counterparties. Liaise with Credit Quant team and obtain Independent Amount (IA) or Initial Margin numbers for derivative trades.
• Review NAV and Performance data for Hedge Funds under coverage on a monthly basis. Follow up with HF Managers who have not submitted monthly newsletters. Flag to supervisor, those Hedge Funds that exhibit deteriorating performance metrics.
• Investigate credit limit breaches by speaking to Sales, Operations and Credit Risk Analytics team, determine the cause and escalate as per Credit Policies.

Job Requirements:

• Should have 7 years of work experience as a credit analyst analyzing Hedge Funds or Financial Institutions or as a Credit Quant in an investment bank
• Good understanding of derivative trades and how 'Independent Amount' (IA) is calculated for them.
• Should be highly numerate. Quant background and knowledge of excel modelling will be a definite advantage
• Should be thorough and have an eye for details
• Should have excellent report writing skills
• Should have good inter-personal and strong verbal communication skills. Should be at ease in communicating with Sales and external clients
• Should be able to work under time pressure
• Working business knowledge of Mandarin language desirable, but not necessary.

Diversity Statement

Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation. DISCLAIMER: This is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job. The management reserves the right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time.

Nomura is an Equal Opportunity Employer