About the role

Join a Credit Risk Management team performing independent counterparty credit risk assessment of hedge-fund and financial-institution counterparties for a leading Wall Street firm. This is a senior individual-contributor role (VP title, no direct reports) - domain expertise over tooling, not a quant or coding seat.

What you'll do

Perform independent credit analysis of financial-institution and hedge-fund counterparties
Review and challenge Front Office credit proposals, underwriting assumptions, and risk ratings
Evaluate collateral terms, margining structures, haircuts, and the legal enforceability of credit agreements
Monitor approved exposures for credit deterioration and run trigger-based assessments
Support portfolio-level analysis: counterparty concentrations, strategy correlations, sector exposures
Contribute to portfolio stress testing and scenario analysis
Prepare risk dashboards and memoranda for senior management and risk committees

What you'll bring

8-10 years in bank credit risk management, counterparty credit risk, hedge-fund risk oversight, or leveraged finance
Strong understanding of hedge-fund structures, trading strategies, and financing arrangements
Solid grounding in credit risk principles, exposure measurement, and stress testing
Advanced analytical and financial skills - able to assess complex balance sheets
Excellent written communication - experience producing formal risk memoranda
Strong independent judgment and the ability to manage senior stakeholders

Nice to have

Coverage of prime brokerage or hedge-fund counterparties
Familiarity with derivatives, repo, prime brokerage, stock loan/borrow, and futures
Exposure to regulatory interactions; knowledge of SEC 15c3-5 rules
MBA, CFA, FRM, or a relevant professional qualification

The setup

Location: Poland - 100% remote
Engagement: Contract
Seniority: Senior individual contributor (VP-level, no direct reports)