Description
Collateral Modelling Analyst - Collateral Haircut
My Tier One Investment Banking client is urgently looking for an Analyst to help in refining methodology for Collateral modelling frameworks in regards to central counterparties within exchange traded derivatives.
The role will be responsible for:
*Defining and subsequently applying collateral haircut to collateral received & posted for Exchange Traded Derivatives.
*Propose improvements to the framework currently in place
*Ensure consistency with Collateral haircut methodology applied to OTC Derivatives under the Financial Collateral Comprehensive Model.
*Validation of results from strategic implentations.
As such candidates MUST be able to display the following skills to be considered:
*Strong pricing skills
*Experience with Market Data mapping
*Understanding of Counterparty Credit Risk
*Previous exposure to Exchange Traded Derivatives
Please apply ASAP for immediate consideration
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.