Develop and maintain a comprehensive map of company’s collateral posting requirements across clearers, exchange-traded platforms, OTC counterparts, and shareholders.
Monitor and analyse daily margining flows based on Front Office positions and market price movements, ensuring transparency and timely reporting to all stakeholders.
Understand and automate the calculation of OTC margin collateral requirements using ICE Risk Model, CME PC Span, and TOCOM VaR Margin Calculator.
Provide ad-hoc analysis on net margin benefits and suggest positions to move across brokers for margin savings.
Perform liquidity stress tests for management reporting.
Collaborate with quantitative analysts on new methodologies and product requirements.
Liaise with exchanges, brokers, and counterparties on account, margin enquiries, and margin disputes.
Produce and distribute detailed reporting and analytics, including monthly executive presentations and ad hoc support for company’s subsidiaries.
Work with Middle Office and Finance and within Treasury division (cash management and FX) to standardize, reconcile and forecast data, ensuring coherence and accuracy.
Bachelors’ Degree
3-5 years of relevant experience in Treasury Middle-Back Office roles.
Strong knowledge of commodities, particularly in dealing with ICE & CME.
Proven experience in designing and implementing control frameworks and systems.
High level of numeracy and advanced Excel skills, including building spreadsheets and VBA
Proficiency in Python and SQL coding
Familiarity with Bloomberg, Power BI, and PowerAutomate is advantageous.
Highly organized with a keen understanding of event interdependencies to mitigate risks promptly.
Curious mindset, willing to challenge the status quo to uncover the root of concepts or problems.
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