The candidate would work for a hedge fund client for all its enterprise risk requirements. The hedge fund specializes in credit strategies of Value long, Value short, Stressed/Distressed and Capital structure arbitrage. Fund invests in high yield names of US and Europe with investments across capital structure,
senior loans, high yield bonds, convertibles and equities.
He/she would be responsible to understand the portfolio in detail from strategy perspective and apply market and credit risk management techniques to evolve the fund risk management framework to meet portfolio manager's internal requirements. He would be responsible for all regulatory and investor driven risk calculations and reporting.
The candidate should be able to work across risk framework ladder which typically covers risk production, pricing/modelling and risk analytics and overlaying it with forward looking scenario analysis.
He/she would work for client to help them measure, monitor and report risk efficiently. The candidate is expected to provide tangible value add to risk mitigation and portfolio construction process in long term.
In depth expertise in Market risk/ Credit risk is required focusing on scenario analysis, stress
testing and Portfolio PnL attribution.
Excellent experience in providing market /credit risk analysis on fixed income and credit
strategies focused on high yield and distressed names.
In depth expertise into valuation and modelling of financial products from Fixed Income, Equity
and structured products domain.
Knowledge of Global markets dynamics including macroeconomics, news analysis and ability to
relate financial markets event to trade performance.
Excellent communication skills.