ED/SVP, Hedge Fund Credit Risk Manager, Risk Management Group
DBS Bank · Singapore - Central
Full-timeonsiteexecutiveFinanceBankingCredit RiskHedge FundsRisk ManagementSingapore
รายละเอียดงาน / Description
Based in Singapore, this senior role within the Global Financial Markets Credit Risk team is dedicated to evaluating and managing counterparty credit exposures to hedge funds and high-frequency trading firms. The successful candidate will direct credit assessments, set transaction limits, and evaluate complex market products. In addition, the position involves steering risk projects, upholding regulatory compliance, and guiding junior risk analysts.
หน้าที่ความรับผิดชอบ / Responsibilities
- Execute thorough credit assessments and due diligence on hedge funds and high-frequency trading counterparties.
- Approve and monitor credit limits across OTC derivatives, prime brokerage, and securities financing transactions.
- Formulate stress testing frameworks, portfolio margining rules, and haircut models under diverse scenarios.
- Review and advise on credit terms within ISDA, CSA, GMRA, and prime brokerage legal documentation.
- Lead onboarding evaluations and periodic credit reviews while monitoring ongoing covenant compliance.
- Represent the credit risk function in risk committees and provide guidance to junior analysts.
คุณสมบัติ / Qualifications
- Extensive experience in counterparty credit risk covering hedge funds, HFT firms, and market makers.
- In-depth comprehension of prime brokerage, repo, securities lending, and complex derivative structures.
- Strong technical familiarity with portfolio margining models, VaR metrics, and stress testing techniques.
- Solid understanding of trading agreements including ISDA Master Agreements, CSAs, and GMRA documentation.
- Proven ability to engage constructively with front-office stakeholders while upholding risk discipline.
- Familiarity with regulatory frameworks such as Basel rules, SA-CCR, and local MAS risk standards.
ทักษะที่ต้องการ / Required skills
- Credit Risk Management
- Counterparty Credit Risk
- Hedge Funds
- High-Frequency Trading
- Prime Brokerage
- Derivatives
- Stress Testing
- ISDA / CSA
- Securities Financing
- Financial Analysis
ทักษะเพิ่มเติม / Nice to have
- SA-CCR
- Basel III / IV
- Quantitative Analysis
- Portfolio Margining
- MAS Guidelines