Treasury/Liquidity/Funding Counterparty Risk Officer - Leading Multi-Bn$ Hedge Fund
- Highly Competitive + Excellent Bonus
- London, England, United Kingdom
- Permanent, Full time
- Options Financial Recruitment
- 18 Feb 18 2018-02-18
A leading Multi-Bn$ Hedge Fund with an exceptional reputation are currently recruiting for an experienced Treasury / Liquidity / Funding & Counterparty Risk Officer to develop, enhance and manage the firms Risk framework in these areas. We anticipate the ideal candidate will either come from another large Hedge Fund, Asset Manager, Prime Broker or Investment Bank with exposure across each area. Target level will be AVP to SVP Director with an extremely well-polished career to-date.
The successful candidate will focus on Counterparty Risk, Treasury Investment Risk, Funding Risk and Liquidity Risk across all of the funds and managed accounts. He/She will work closely with the Chief Risk Officer to develop and enhance the firm’s Counterparty Risk, Treasury Investment Risk, Funding Risk and Liquidity Risk framework. The position will have full ownership and responsibility for implementing the firm’s Counterparty Risk, Treasury Investment Risk, Funding Risk and Liquidity Risk framework.
Duties & Responsibilities:
- Manage approval and review process of new and current counterparties
- Develop Counterparty risk limits framework and monitor counterparty credit risk and the hedging of open exposures.
- Develop Treasury Investment Guidelines and Treasury Risk framework and monitor treasury risk and open exposures.
- Model counterparty margining requirements and develop daily Margin Call estimation report and use to control actual margin calls.
- Develop margin optimization models and work with Treasury and Operations where margin inefficiencies are identified.
- Develop detailed unencumbered cash and treasury asset stress tests
- Develop daily Counterparty Risk, Treasury Investment Risk, Funding Risk and Liquidity Risk report for the review and approval of the CRO.
Education & Skills:
The ideal candidate will have significant and recent experience in Counterparty, Treasury and Liquidity Risk in either a top tier investment bank or large hedge fund or asset management firm.
The candidate will have a background in credit, preferable in both credit markets and fundamental credit analysis as well as strong operational understanding of Treasury operations and Funding markets. All candidates will need to demonstrate strong experience in analysing liquidity risk.
The candidate will have an advanced degree in Finance, mathematics or the physical sciences. The candidate will ideally have experience using Python, SQL, Excel and should have strong presentation skills. They should have strong interpersonal and analytic skills, strong verbal and written communication skills, ability to work independently with a proven track record of delivery and attention to detail.