FRM Trader Associate
Core
Senior Trader responsible for Collateral Management, Optimization, Initial Margin, Balance Sheet, Capital, and Liquidity optimization across Global Markets.
Role type
Senior Trader (FRM Desk)
Builds
Optimized collateral inventory, Initial Margin solutions, and balance sheet allocation strategies.
Domain
Global Financial Markets (Derivatives, Repo, Liquidity Management)
Required skills
Collateral management, Repo markets, Initial Margin optimization, Capital/Liquidity methodologies (RWA, LCR, NSFR, ColVA), Financial regulation (CRR, EMIR), Trading systems (Murex, Calypso, STAR), Quantitative analysis, Python/Programming for financial datasets
Preferred skills
Series 7 or SIE certification, Experience with interest-rate derivatives and central clearing
Technologies
Murex, Calypso, STAR
Responsibilities
Manage daily collateral inventory and optimization framework; Develop and manage IM optimization solutions for cleared derivatives; Apply capital, liquidity, and B/S methodologies to pricing and trading decisions; Develop and enhance financial-resource optimization methodologies
Seniority
Senior, hands-on IC