Senior Consultant - Margin Calculator Group

2 to 5 years of experience working in the Treasury (portfolio financing or counterparty credit risk in specific) coupled with in-depth domain / finance knowledge.

Collateral management and financing agreements as well as margin methodologies

Experience in market or counterparty credit risk to be able to analyze risk drivers of any securities portfolio.

An understanding of data sources such as Reuters, Bloomberg, Markit etc, for Treasury related attributes

Proven track-record of handling projects and improving processes.

Hands on experience with VBA macros / Python will be a big plus.

Understanding the various margining methodologies cross asset and cross agreements and developing the internal view of margin.

Develop portfolio financing margin models in Arcesium’s infrastructure.

Perform various activities like data gathering, GAP analysis, Mapping, Data transformation, Loading and reconciliation, BAU activities setup, Client parallel support etc.… in Arcesium platform as a part of client implementation.

Work with technology teams as needed, by assisting in special projects, developing bespoke reports, developing specifications, product implementation and UAT.