- Preferably experience in hedge fund counterparty credit risk or hedge fund investment risk.
- Experience reading and understanding detailed covenants and clauses in legal documentation such as ISDAs, FAAs, GMRAs, term sheets, prospectuses etc.
- Good knowledge of hedge fund industry.
- Knowledge of OTC and listed derivative products and drivers of associated risks.
- Good analytical/statistics skills; the person should understand means, standard deviations, correlation, normal distributions, sampling error, and basic performance statistics for the fund industry.
- Self-starter able to meet deadlines and work independently as well as contribute to HPC team goals when required.
- Good communication skills
- Articulate orally and in written form.
- Be comfortable meeting with very experienced hedge fund managers in person, be presentable, and be respectful.
Employees in this position should understand the institution’s approach to risk management and their respective roles in supporting a strong risk culture, as outlined in the SGUS Operations Enterprise Risk Management Framework.
At Société Générale, we live by our 4 core values of commitment, responsibility, team spirit, innovation. These four values are centered around our clients. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. And we work to increase our impact on clients.
The role of RISQ RMA HPC is to provide for counterparty risk management for hedge funds, proprietary trading groups and CCPs. The team provides independent risk control services for SG when exposed to these counterparty client types. Performing risk assessment (due diligence, limit and rating validation) monitoring (exposure and counterparty creditworthiness) and risk mitigation processes for all core business lines within the SG Group that transact with, invest in, or take HF shares as collateral