Senior Associate, Pricing & Margins
Core
Support Risk Management functions by ensuring price data integrity, managing SEC/CFTC regulated margin/haircut programs, and performing market valuation analysis for cleared products.
Role type
Senior Associate, Pricing & Margins
Builds
Risk models, margin calculations, and regulatory compliance frameworks for derivatives clearing
Domain
Financial Services / Derivatives Clearing / Risk Management
Required skills
Derivative valuation, Market data analysis, SQL, Excel (advanced), Statistical concepts (VaR, Expected Shortfall), Regulatory compliance knowledge
Preferred skills
Tableau, Relational databases, Bloomberg/Refinitiv
Technologies
SQL, Excel, Bloomberg, Refinitiv, Tableau, Windows
Responsibilities
Perform market and theoretical valuation of cleared products; Reconcile modeled output and correct pricing irregularities; Evaluate market data vendors and monitor intraday performance; Administer SEC/CFTC regulated margin/haircut programs; Conduct trend analysis and risk analytics for senior management; Support system development and process improvement initiatives.
Seniority
Mid-Senior level, hands-on IC