Risk · FULL_TIME

Director Margin Risk

New York, NY (On-site)

Compensation: 200k-300k base plus bonus

About the role

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Calculate and forecast DTCC VaR margin requirements to maintain compliance and manage risk.

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Perform OCC margin calculations and conduct thorough exposure analyses.

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Anticipate clearinghouse margin requirements ahead of system outputs to optimize liquidity management.

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Monitor daily margin exposures across trading portfolios and collaborate with trading, risk, and treasury teams.

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Develop innovative tools and models to replicate and forecast clearinghouse margin calculations.

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Support stress testing and scenario analysis for clearing exposures while ensuring effective collateral and liquidity management.

This is a unique opportunity to contribute to a dynamic firm that combines institutional-scale capabilities with personalized service, serving a diverse global client base. If you are a seasoned professional with a strong background in margin risk, we invite you to apply and be part of our growth journey.