Methodology Risk Analyst

Job type:
Start date:
6 months
Alexander Ash Consulting Ltd
Published at:
flag_no United Kingdom
Project ID:

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Margining Methodology Risk Analyst - Uncleared Margining - Investment Banking - £750 P/D

My client, a global Investment Bank based in London is looking for a Margining Methodology Risk Analyst. The vacancy sits within the Risk division and is responsible for analysing pre-deal credit exposure for the whole spectrum of derivative products.

You should have experience in Defining Margins and risk methodologies

You will be focusing on the methodology and governance around the calculation of initial margin for the uncleared derivative portfolio and in particular collaborating with Market Risk Management, Market Risk Operations and Risk Analytics & Instruments Validation teams with the objective to get regulatory approval for the uncleared margining framework (methodology, controls and governance).

The team will also have very close interaction with Front Office to define and agree on the margining framework to implement and to submit for regulatory approval.

Please note you will need to have experience within an investment bank to be considered for the position.

Alexander Ash is acting as an agency