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Collateral Optimization Analyst, SG
Salary undisclosed
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- Develop and maintain a comprehensive map of JERAGM's collateral posting requirements across clearers, exchange-traded platforms, OTC counterparts, and shareholders.
- Monitor and analyse daily margining flows based on Front Office positions and market price movements, ensuring transparency and timely reporting to all stakeholders.
- Understand and automate the calculation of OTC margin collateral requirements using ICE Risk Model, CME PC Span, and TOCOM VaR Margin Calculator.
- Provide ad-hoc analysis on net margin benefits and suggest positions to move across brokers for margin savings.
- Perform liquidity stress tests for management reporting.
- Collaborate with quantitative analysts on new methodologies and product requirements.
- Liaise with exchanges, brokers, and counterparties on account, margin enquiries, and margin disputes.
- Produce and distribute detailed reporting and analytics, including monthly executive presentations and ad hoc support for JERAGM subsidiaries.
- Work with Middle Office and Finance and within Treasury division (cash management and FX) to standardize, reconcile and forecast data, ensuring coherence and accuracy.
- 3 to 5 years of experience in Commodities Trading or Treasury Middle-Back Office roles.
- Strong knowledge of commodities, particularly in dealing with ICE & CME.
- Proven experience in designing and implementing control frameworks and systems.
- High level of numeracy and advanced Excel skills, including building spreadsheets and VBA.
- Proficiency in Python and SQL coding.
- Familiarity with Bloomberg, Power BI, and PowerAutomate is advantageous.
- Highly organized with a keen understanding of event interdependencies to mitigate risks promptly.
- Curious mindset, willing to challenge the status quo to uncover the root of concepts or problems.
- Proactive and highly organized, with the ability to suggest process improvements and work to tight deadlines.
- Excellent interpersonal and organizational skills, with the ability to break down complex processes and explain them clearly to various audiences.