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Credit Risk Hedge Funds Jobs (NOW HIRING)

Vichara

VP - Risk Technology

New York, NY · On-site

... and hedge funds in the world. The individual will work closely with the Risk Management ... Serve as the senior technical partner to Market Risk and Credit Risk teams, focusing on data and ...

Vichara

VP - Risk Technology

New York, NY

... and hedge funds in the world. The individual will work closely with the Risk Management ... Serve as the senior technical partner to Market Risk and Credit Risk teams, focusing on data and ...

Vichara

VP - Risk Technology

New York, NY

... and hedge funds in the world. The individual will work closely with the Risk Management ... Serve as the senior technical partner to Market Risk and Credit Risk teams, focusing on data and ...

SKIMS

Director, Treasury & Credit Risk

Los Angeles, CA · On-site

$190K - $210K/yr

Manage foreign exchange risks, including hedging strategies, foreign currency trades, interest rate ... Oversee intercompany funding and settlement processes, ensuring alignment with transfer pricing ...

ING Group

Associates, Counterparty Credit Risk

New York, NY · On-site

$117K - $123K/yr

Work with the Counterparty Credit Risk team to assess the financial strength of financial counterparties including banks and asset managers with a primary focus on pension funds. Conduct sector and ...

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$50K

$109.3K

$183K

How much do credit risk hedge funds jobs pay per year?

As of Jul 14, 2026, the average yearly pay for credit risk hedge funds in the United States is $109,314.00, according to ZipRecruiter salary data. Most workers in this role earn between $75,000.00 and $142,000.00 per year, depending on experience, location, and employer.

How does a Credit Risk professional in a hedge fund typically collaborate with portfolio managers and traders?

In a hedge fund setting, Credit Risk professionals work closely with portfolio managers and traders to assess and manage the creditworthiness of counterparties and investment opportunities. They provide timely risk analysis and limits, review structured deals, and flag potential credit concerns before trades are executed. Regular communication ensures that risk exposures align with the fund's risk appetite, and credit risk staff often participate in investment committee meetings, contributing valuable insights that help balance risk and return. This collaborative approach is essential for maintaining a robust risk management framework and supporting informed investment decisions.

What are Credit Risk Hedge Funds?

Credit Risk Hedge Funds are investment funds that specialize in strategies related to the creditworthiness of borrowers. These funds analyze and invest in securities, such as corporate bonds or credit default swaps, based on their assessment of a company's or government's ability to repay debt. By leveraging sophisticated credit analysis, these hedge funds aim to profit from changes in credit spreads, defaults, or other credit events. They often use a variety of instruments to manage risk and can take both long and short positions in credit markets. This approach allows them to seek returns that are less correlated with traditional equity markets.

What are the key skills and qualifications needed to thrive as a Credit Risk professional in Hedge Funds, and why are they important?

To thrive as a Credit Risk professional in hedge funds, you need strong quantitative analysis, financial modeling, and credit assessment skills, typically supported by a degree in finance, economics, or a related field. Familiarity with credit risk management systems, Bloomberg Terminal, and advanced Excel or programming tools like Python is highly valued, along with relevant certifications such as CFA or FRM. Excellent attention to detail, critical thinking, and effective communication are crucial soft skills for interpreting complex data and presenting findings to stakeholders. These competencies are essential for identifying, evaluating, and mitigating credit risks, ultimately protecting the fund's assets and supporting sound investment decisions.
More about Credit Risk Hedge Funds jobs
What are the most commonly searched types of Credit Risk Hedge Funds jobs? The most popular types of Credit Risk Hedge Funds jobs are:
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Credit Risk Hedge Funds jobs near you
Infographic showing various Credit Risk Hedge Funds job openings in the United States as of July 2026, with employment types broken down into 89% Full Time, and 11% Contract. Highlights an 89% In-person, and 11% Hybrid job distribution, with an average salary of $109,314 per year, or $52.6 per hour.

VP - Risk Technology

Vichara

New York, NY • On-site

Full-time

Re-posted 9 days ago

Job description

Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
Job Description
The individual will work closely with the Risk Management organization, Front Office, and global technology teams. The VP shall understand how risk metrics are produced, validated, and consumed, and be able to analyze, and troubleshoot risk reporting issues.
This role requires strong SQL, Python, and data engineering skills, along with familiarity with market and credit risk concepts across bonds, derivatives, structured products, and loan portfolios. This is a senior individual contributor position with high ownership.
Primary Responsibilities
  • Serve as the senior technical partner to Market Risk and Credit Risk teams, focusing on data and platform solutions
  • Perform hands-on development in SQL and Python to support risk data pipelines, analytics, reconciliations, and reporting workflows.
  • Support daily, weekly, and monthly risk reporting cycles, ensuring accuracy, completeness, and timely delivery.
  • Validate and troubleshoot risk reporting issues using market data, pricing inputs, and risk factor mappings.
  • Collaborate with onshore and offshore teams to enhance data quality, lineage, and reporting controls.
  • Drive improvements in automation, data validation, transparency, and modernization of risk processes.

Qualifications
Required Qualifications and Experience
  • Minimal 5+ years of hands-on technology experience supporting Market Risk, Credit Risk, or trading/risk data environments.
  • Strong SQL skills (Snowflake, SQL Server, or equivalent) for analytics, modeling, and performance optimization.
  • Python experience for data processing, analytics, and automation.
  • Experience integrating market data, pricing data, and risk factor inputs into analytical or reporting systems.
  • Hands-on experience building or supporting ETL pipelines, reconciliations, data validation checks, and reporting workflows.
  • Familiarity with risk metrics such as DV01, stress testing, scenario analysis, and credit exposure concepts.
  • Excellent communication skills, with ability to partner with Risk Management, Front Office, and other engineer teams.
  • Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related quantitative discipline.

Preferred Qualifications and Experience
  • Experience with risk platforms, pricing engines, or market data systems.
  • Familiarity with structured credit or whole loan analytics.
  • Experience working with cloud platforms such as Azure or Snowflake.
  • Understanding of credit and market risk regulatory frameworks.
  • Strong curiosity and willingness to dive deeply into data, calculation methodologies, and risk processes.

Additional Information

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