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Job Details

Quantitative Services Professional Product Trade Control/Collateral - Chicago IL

Location
Chicago, IL

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Profile

Job Description:
The QS Uncleared Margin Rule (UMR) Professional is a member of the team responsible for maintaining the stability of business processes and controls needed to ensure the firm?s initial margin calculations are accurate and consistent with Dodd-Frank?s Uncleared Margin Rules (UMR) in support of our internal stakeholder, the Counterparty Portfolio Management group. The analyst will be responsible for various business-as-usual deliverables which must be executed in a timely yet accurate fashion.
Responsibilities
Review and verify the model inputs feeding the IA calculations
Identify, document and escalate production errors detected during pre and post-calculation routines
Perform periodic controls which exist to prevent and mitigate erroneous IA calculations
Work directly with the front office and technology teams on issues discovered through technology testing and daily control procedures
Assist with the testing and validation of IA results through each technology release
Identify and establish control processes that will mitigate future IA calculation errors
Perform daily and ad-hoc reporting to measure and monitor key metrics for the UMR BAU space
Provide enhanced analysis and IA explains to front office and collateral operations teams when counterparty disputes arise for IA calculations
Requirements
Undergraduate in Mathematics, Finance or Quantitative field
At least 3 years of experience working in a quantitative risk, middle office, or front office role
Excellent communication & analytical skills
Knowledge of Financial Risk Management, Credit Risk Models, Value at Risk (VaR) including market & credit risk
Strong technical skills including experience using Excel, VBA and SQL
Experience pricing OTC derivative products including futures, options, swaps, credit default swaps, forward rate agreements and swaptions
Experience working with OTC derivatives/Fixed Income
Posting Date
: 06/06/2018
Location
Chicago, IL, 135 S LA SALLE ST (IL4135),
- United States
Travel
: No
Full / Part-time
: Full time
Hours Per Week
: 40
Shift
: 1st shift

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