Associate Principal, Pricing & Margins
Core
Ensure integrity of price data and support SEC/CFTC regulated margin/haircut programs for equity, index, government security, and derivative products.
Role type
Associate Principal, Pricing & Margins (Risk Management)
Builds
Risk models, margin calculations, and regulatory compliance frameworks for clearing members.
Domain
Financial Services / Derivatives Clearing / Risk Management
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Derivative valuation, market data reconciliation, regulatory program administration, statistical analysis (VaR, Expected Shortfall), SQL, Excel (advanced), data validation
Preferred skills
CFA/FRM designation, Python, R Studio, Tableau, Alteryx, Bloomberg/Refinitiv
Technologies
SQL, Excel, Python, R Studio, Tableau, Alteryx, Bloomberg, Refinitiv
Responsibilities
Analyze market and theoretical valuation of cleared products; manage market data vendors and entitlements; administer margin/haircut calculations; calibrate risk parameters; support system development and process improvements; mentor Associates and Senior Associates.
Seniority
Senior, hands-on IC with mentorship responsibilities
