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Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm practices disciplined entrepreneurship while building on a long tradition of serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com.
This is a Hong Kong based Hedge Fund Credit Analyst role responsible for managing credit exposure to Hedge Fund counterparties.
Undertake Due Diligence (DD) visits to, or calls with, Hedge Fund counterparties, collect credit information necessary for undertaking credit analysis
Analyze Hedge Funds' trading strategies, risk management processes & practices, performance metrics, operations and controls and write high quality Credit Memos
Prescribe credit terms & covenants for legal documents such as ISDAs, CSAs and GMRAs
Approve derivative trades on a daily basis for Hedge Fund counterparties and prescribe appropriate Independent Amount(IA) or Initial Margin numbers for these trades
Sound knowledge of OTC derivatives is a must for this role
Should have 7 years' experience as a Credit Quant in counterparty credit exposure calculation or prescribing Haircut / Initial Margin on derivative trades in an Investment bank (prior background as hedge fund credit analyst is not mandatory). Should have the right skill-set to clearly understand
the methodology for calculation of peak exposure(PE) for derivative trades to be able to prescribe IA(Independent Amount) / Initial Margin on these trades
the risk factors involved in financing trades (Prime Brokerage, Repo/Reverse Repo) to be able to prescribe Haircut / Initial Margin
Should have the right aptitude to learn writing of Credit Memos for Hedge Fund counterparties
Should be energetic, independent and self-driven with strong analytical skills
Regional Disclaimers / 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.