Risk Analyst (Margin Models)
Application URL: https://www.usajobs.gov/GetJob/ViewDetails/600302300
Open & closing dates: 05/04/2021 to 05/18/2021
3 Locations: Washington, DC, New York, NY, and Chicago, IL
This position is located in the Risk Surveillance Branch of the Division of Clearing and Risk (DCR). The Risk Surveillance Branch (RSB) is responsible for quantitative risk surveillance of the clearing eco-system – derivatives instruments, both cleared and uncleared, markets intermediaries and their clients, and clearinghouses. The program has three core functions: margin model oversight, daily risk surveillance, and supervisory stress tests.