Risk-Manager/in

• Hauptfach: Capital Markets

Margin Modelling & Analysis- Develop Prime brokerage, ISDA and Futures(SPAN,Eurex)
margin calculator models to analyse margin requirements for client hedge funds.Understand
lock-up terms in detail for various counterparties and ensure adherence; unlock capital by
disputing inaccurate margin calculations by counterparties
Margin Optimization- Run simulations and transfer positions between counterparties to arrive
at the optimal margin requirement & capital allocation for the fund
Liquidity and Counterparty Risk- Ensure optimal level of cash is maintained in the fund by
analyzing margin calls issued by counterparties. Actively monitor NOP/DSL limits in FXPBs and
take appropriate action to remedy any breaches. Analyze net asset value under various
agreements, track daily exposure changes across asset classes and execute accurate fund
movement to rebalance
Liquidity Management- Estimate Cash requirement and execute purchase/redemption of
money market funds to maintain optimal liquidity
Financing- Developing models to compute financing/interest which is used to analyse the
financing cost alleged by the counterparties
Securities Lending- Establish Securities lending infrastructure for clients to enable
negotiation of Lend Income and borrow cost.Negotiate borrow rates for short positions and
identifying lend optimization opportunities
Onboarding Client Funds- End to end responsibility of onboarding one of the biggest hedge
funds onto

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Prüfungs-Zertifikat auf Niveau A1