About the role
Help strengthen how we measure and manage risk in cleared derivatives. You will build quantitative models and tools that assess central counterparty margin adequacy and support counterparty credit risk management. Working with partners across controls and technology, you will take research into practical, production-ready solutions. Your work will directly inform risk frameworks and governance.
Job summary
As a Quantitative Research Senior Associate in Wholesale Credit Risk Quantitative Research, you will develop models and tools that assess central counterparty margin adequacy and support counterparty credit risk management for cleared derivatives. You will collaborate with a team that values strong partnerships, thoughtful analysis, and clear communication. You will work closely with risk governance and control partners to support a well-managed model lifecycle. You will engage technology partners to help deliver scalable, production-ready solutions.
Job responsibilities
- Develop expertise in quantitative topics related to central counterparties and cleared derivatives
- Create models and tools to assess the adequacy of margin requirements for cleared derivatives