Leads a large project or multiple projects that are significant in scope and impact. Works independently, with limited direction, and is evaluated through end results. May provide technical leadership. Interacts extensively with internal or external contacts to identify, research, analyze and resolve complex problems or to develop, sell or service significant revenue-generating products. Has extensive functional or professional knowledge. Key Responsibilities: Develops financial modeling tools for derivative products, applying the theory and mathematics behind various models. Builds out analytical and technical tools for validations of new models/methodology. Provides in-depth impact analysis or scenario analysis of quantitative measurements. Develops reporting of various risk metrics complied with business and regulatory requirements. Understands financial products across all asset classes and has extensive knowledge of technical implementations. Posses advanced degree in physic, applied mathematics, statistics/probability or another heavy quantitative discipline.
The Quantitative Services 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 (“IM”) 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 and accurate fashion.
Shift:1st shift (United States of America)
Hours Per Week:40
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