Margin & Collateral Optimisation Specialist, Global

3 weeks ago


London, United Kingdom Barclays Full time

**Margin & Collateral Optimisation Specialist, Global Markets**
**London**

This role is deemed as a Certified role under the PRA & UK Financial Conduct Authority - Individual Accountabilities Regulations and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

As a Barclays Margin & Collateral Optimisation Specialist, Global Markets you will join a global, cross-Markets group in the front office, dedicated to enhancing the firm’s returns and optimising the firm’s capital and liquidity. The team is located in London, New York, Dublin and Mumbai, working closely with trading, sales, structuring and infrastructure areas. This is an opportunity to act as SME for the Margin for Non-Centrally Cleared Derivatives Regulation, making a significant contribution whilst driving your career forward.

Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.

**What will you be doing?**
- Providing thought leadership on Margin for Non-Centrally Cleared Derivatives Regulation to the clients as well as desks across Markets businesses in London/Europe
- Focusing on regulatory compliance as well as pricing implications
- Building out MIS and roll out of in-house analytics, training to help trading, structuring & sales on margin impact and pricing implications
- Supporting the global team on model governance aspects involving regulatory model backtesting
- Exploring optimisation structures for Cleared and Non-Centrally Cleared Derivative margin by working with trading, structuring, sales & clients
- Working in partnership with all infrastructure partners to ensure thorough risk & control oversight

**What we’re looking for**:

- Numerate and highly analytical, high attention to detail, ability to work effectively under pressure
- Experience working in trading, sales or structuring client facing team, and a solid grasp of financial derivatives products
- Solid grasp of and experience in Margin for Non-Centrally Cleared Derivatives as well as ISDA SIMM
- Good communication skills, an effective team player, able to build collaborative relationships in a global team

**Skills that will help you in the role**:

- Solid grasp or experience of Market Risk Models such as VaR, full revaluation approach
- Experience of scripting (SQL/ Python), model methodologies & governance
- Experience in pricing OTC derivatives, Series 7 & 63
- Understanding of risk, margin and collateral management practices, trade lifecycle & front-to-back flows

**Where will you be working?**
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.

LI-Hybrid



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