Senior Associate, Pricing & Margins
Core
Ensuring the integrity of price data and supporting SEC/CFTC regulated margin and haircut programs for a derivatives clearing organization.
Role type
Senior Associate, Risk Management (Pricing & Margins)
Builds
Risk management frameworks, margin calculations, and regulatory compliance programs for clearing members.
Domain
Financial Services / Derivatives Clearing / Risk Management
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
Derivative valuation, market data analysis, data reconciliation, regulatory compliance, SQL, Excel, Bloomberg/Refinitiv
Preferred skills
Tableau, complex SQL modification, statistical concepts (VaR, Expected Shortfall)
Technologies
Microsoft Excel, SQL, Bloomberg, Refinitiv, Tableau, DB2
Responsibilities
Analyze market and theoretical valuation of cleared products; reconcile modeled output and correct pricing irregularities; evaluate market data vendors; monitor intraday financial market performance; support SEC/CFTC regulated margin/haircut programs; develop parameter files for risk models; conduct trend analysis for derivative valuation; coordinate with developers to enhance system performance.
Seniority
Mid-Senior, hands-on IC
