Quantitative Services Professional
- Employer
- Search Ally Pte Ltd, EA Licence No: 18C9289
- Location
- Hong Kong, Hong Kong
- Salary
- $1,023,192 HKD P.A.
- Closing date
- Dec 14, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Requirements & Qualifications:
EA License Number: 18C9289 | Registration Number: R22106136
- Review and verify the model inputs feeding the initial margin (IM) calculations.
- Identify, document, and escalate production errors detected during pre- and post-calculation routines.
- Perform periodic controls which exist to prevent and mitigate erroneous IM calculations.
- Work directly with the front office and technology teams on issues discovered through technology testing and daily control procedures.
- Assist with the testing and validation of IM results through each technology release.
- Identify and establish control processes that will mitigate future IM calculation errors.
- Perform daily and ad-hoc reporting to measure and monitor key metrics for the UMR BAU space.
- Provide enhanced analysis and IM explains to front office and collateral operations teams when counterparty disputes arise for IM calculations.
- Assist with the testing and validation of IM results through each technology release.
- Identify and establish control processes that will mitigate future IM calculation errors.
- Perform daily and ad-hoc reporting to measure and monitor key metrics for the UMR BAU space.
Requirements & Qualifications:
- Communicate effectively with all levels of management and externally to customers of the firm.
- Work directly with the front office and technology teams on issues discovered through technology testing and daily control procedures.
- Review and verify the model inputs feeding the IM calculations.
- Identify, document, and escalate production errors detected during pre- and post-calculation routines.
- Perform periodic controls which exist to prevent and mitigate erroneous IM calculations.
- Provide enhanced analysis and IM explains to front office and collateral operations teams when counterparty disputes arise for IM calculations.
EA License Number: 18C9289 | Registration Number: R22106136
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