Lead Analyst Margin and Model Enhancement

Position: Lead Analyst for Initial Margin and Model Enhancement
Become a Lead Analyst focused on initial margin management and model enhancement within a culture that values diversity and inclusion. Engage in impactful work ensuring accurate collateral exchanges for derivatives products.

You will validate and reconcile initial margin exposures, investigate discrepancies with counter parties, and develop innovative model solutions in collaboration with cross-functional teams. Your analytical prowess will help shape the future valuation framework and improve internal risk assessment methodologies.

Key Responsibilities:

• Conduct daily initial margin reconciliation and validate calculations.

• Analyze differences and lead efforts to resolve disputes.

• Get involved in model development and contribute to pricing enhancements.

• Create automated reporting tools for performance analysis.

• Ensure data integrity in model outputs through rigorous checks.

Requirements:

• Master’s or Ph.D. in relevant quantitative fields required.

• 3-5 years of experience in derivatives and margin analysis.

• Strong understanding of ISDA agreements and collateral workflows.

• Experience with SQL and quantitative modeling applications.

Bring your analytical talent and collaboration skills to enhance the company's model development and risk management strategies.
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