Uncleared Margin - Margining Methodology Risk Analyst

Uncleared Margin - Margining Methodology Risk Analyst. A major European investment bank are undertaking majors works within their uncleared Margining business and their exposure management group require a Margining Methodology Risk Analyst to focus on methodology and governance around the calculation of initial margin for the uncleared derivatives portfolio.

As a Margining Methodology Risk Analyst you will be responsible for working in collaboration with market risk management, operations and analytics & instruments validation team to get regulatory approval for the uncleared margining framework (methodology, controls and governance).

Front Office interaction will also be key to define and agree on the margining framework to implement and to submit for regulatory approval.

You should apply for this role if you have:

- Strong mathematical and statistical background.
- VAR, valuation and margining approaches and methodologies
- Good analyitical skills
- Advanced Excel/VBA
- Knowledge of Dodd-Frake and EMIR is advantageous

This is a contract role based London compensated up to GBP 800/day.