A leading derivatives clearinghouse is hiring an Associate level Market and Collateral Risk Analyst to cover Equity Options in Chicago or New York.
This individual will monitor portfolio risk for multiple clearing members, assess and re-calibrate margin requirements and assist with margin calls, and perform deep dives on equity derivatives and options in client portfolios.
You'll build relationships with senior risk management at the clearinghouse and with clearing members including hedge funds, prop trading firms, asset managers, and prime brokers.
The focus of the role will be on vanilla and exotic equity options, but you'll also have exposure to index options, commodity futures and options, and stock loan transactions for unique clearing member portfolios.
- 2+ years Equity Market Risk or Clearinghouse/Exchange experience
- Prime Brokerage/Trading experience strongly preferred
- Strong knowledge of equity derivatives, vanilla and exotic options, or hybrid equities required
- Understanding of risk metrics such as VaR, SVaR, PFE; initial margin and SIMM modelling a plus
- Familiar with SEC and CFTC regulations