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Credit Risk Quant – Investment Banking opportunity, Hong Kong (open to candidates globally)

Location: Hong Kong

Salary: Excellent base + bonus

Responsibilities
The Credit Quant will be part of a wider Credit Risk function, but will report directly to the Head of Hedge Fund Risk based in Hong Kong. The successful hire will essentially manage the credit exposure to all Hedge Fund counterparties for the region; this will include undertaking credit due diligence and analysing the Hedge Funds’ trading strategies, risk management processes, performance metrics and controls. The Credit Quant will be required to approve derivative trades on a daily basis and prescribe appropriate Independent Amount or Initial Margin numbers for these trades.
Requirements
You must be a degree educated individual, ideally in a mathematical or quantitative field and have roughly 5-8 years of direct working experience as a Credit Risk Quant in an Investment Bank. Due to the nature of the role, my client is looking for someone has a prior background in credit exposure calculation, which will include understanding the methodology for calculation of PE for derivative trades in order to prescribe haircuts/initial margin on such trades. 
The hiring manager is welcome to interview overseas candidates and will be happy to relocate individuals with the correct skill set for this opportunity.
For more information on the above opportunity or to see the JD in full, please reach out to Dominic at dt@barclaysimpson.com or call +852 2851 9961