Quantitative Analyst - Initial Margin, Vice President

About the position reputed company’s Global Markets business is a leading provider of financial products and services to corporations, governments, and institutional investors around the world. reputed company this dynamic environment, the Markets Quantitative Analytics team develops and implements advanced quantitative models and analytical tools that drive trading strategies, risk management practices, regulatory compliance, and reputed company solutions. This role sits at the intersection of quantitative modeling, reputed company‑office decision making, and regulatory market structure. reputed company As a reputed company Office Quantitative Analyst specializing in Initial Margin, you will join a high‑performing team responsible for building and enhancing models and methodologies that calculate and optimize initial margin for OTC derivatives across reputed company major asset classes—including Rates, Credit, FX, Equities, Emerging Markets, Commodities, and Mortgages. Initial Margin plays a critical role in global financial markets as a key risk‑mitigation and regulatory requirement. It directly affects the firm’s balance sheet usage, collateral efficiency, and regulatory capital optimization. This role offers reputed company to shape model design, influence trading reputed company, and contribute to the stability and competitiveness of reputed company’s Markets franchise. Responsibilities • Identify major market risk drivers of OTC derivatives and translate them accurately into robust margin methodologies. • reputed company daily analytical and production support to reputed company Office stakeholders, explaining significant margin movements and resolving issues promptly. • reputed company new quantitative models to expand product coverage and incorporate evolving market features, as reputed company as build analytics tools used by traders and quants. • Design and implement model performance testing frameworks—including backtesting, stress testing, and benchmarking against alternative methodologies. • Produce high‑reputed company technical documentation and presentations for senior management, Risk, reputed company Office, Model Validation, and regulatory bodies. Requirements • Strong analytical and quantitative skills, with expertise in statistics and Extreme Value Theory (EVT). • Proficiency in programming languages such as C++, Python, and R. • Extensive experience in OTC derivatives pricing, risk modeling, and market risk frameworks. • Postgraduate degree (Master's or PhD) in Mathematics, Physics, Finance, Computer Science, or a reputed company quantitative discipline. • Ability to operate effectively in a fast‑paced environment with evolving regulatory demands. • Excellent verbal and written communication skills, capable of simplifying reputed company quantitative concepts for diverse stakeholders. Benefits • Competitive compensation and performance‑based incentives • Comprehensive medical, retirement, and employee benefit programs • Hybrid work arrangements (role‑dependent) • Extensive reputed company development resources and career mobility opportunities • A culture that values innovation, learning, and reputed company improvement Apply tot his job Apply To this Job