Margin Data & Reconciliation Analyst
Core
Validating, troubleshooting, and codifying the ingestion of direct broker margin files to ensure data matches or improves upon legacy feeds.
Role type
Margin Data & Reconciliation Analyst
Builds
Python-based data engineering pipelines for broker data ingestion
Domain
Hedge fund / Prime Brokerage / Financial Data
Required skills
Prime Brokerage mechanics, Futures margin mechanics, FIPB margin mechanics, data discrepancy investigation, Python data pipeline logic, FX conversion logic, custom aggregation rules, multi-tab financial data analysis
Preferred skills
data pipeline architecture, liaison with broker contacts
Technologies
Python
Responsibilities
Investigate margin data discrepancies (Posted, Initial Margin, Variation, Excess) by comparing Python replication dashboard outputs against internal golden sources; Dig into raw broker files to resolve accounting breaks (mapping errors, parsing issues, methodology mismatches); Build and document calculation logic for margin across account types (Futures, PB, FIPB, OTC Non-Cleared) including FX conversions; Convert business logic into workable Python code with Data Engineering; Own escalations on structural data gaps by liaising with broker contacts and internal SMEs; Maintain mapping logic, trackers, and documentation for audit trails.
