Senior Margin Analytics Lead - Remote

AKIJ Feed; United Arab Emirates; Remote; AED 300,000 - 520,000; Full time

Benefits offered by this job

Fully remote

Professional development

Competitive compensation

Collaborative environment

Risk analytics projects

Job summary

AKIJ Feed seeks a Senior Margin Methodology Specialist to develop and validate margin models across derivatives and collateral frameworks. The role emphasizes risk-based analytics, model governance, and remote collaboration with global teams.

You will analyze margin requirements, perform back-testing, and support governance to ensure alignment with regulatory expectations, with a strong quantitative emphasis and cross-functional interaction.

Qualifications

• Bachelor's or Master's in a quantitative field.
• 5+ years in margin methodology or related risk areas.
• Strong understanding of initial and variation margin and collateral frameworks.
• Experience with margin calculation models and risk metrics.
• Familiarity with bilateral/cleared derivatives and collateral arrangements.
• Knowledge of SIMM, VaR-based or clearinghouse margin methodologies.
• Understanding of BCBS-IOSCO margin rules and related regulation.

Responsibilities

• Develop, review, and maintain margin calculation methodologies for derivatives and related instruments.
• Analyze initial and variation margin requirements using risk models and market data.
• Assess models to reflect market volatility, portfolio risk, and liquidity needs.
• Support risk-based margin frameworks for bilateral and cleared transactions.
• Review historical simulation, sensitivities, stress, and other quantitative methods.
• Evaluate model assumptions, calibration, risk factors, and add-ons.
• Conduct back-testing and stress testing to assess performance.
• Investigate margin discrepancies across internal/external sources.
• Collaborate with analytics, market, credit, collateral, treasury, tech, and ops teams.
• Support portfolio margining, netting benefits, and liquidity risk analyses.
• Monitor regulatory developments and update methodologies accordingly.
• Document methodology changes, validation results, and governance approvals.
• Assist with model validation, audits, and regulatory examinations.

Skills

Advanced Excel

Data analysis

Statistical modeling

Model governance

Documentation

Remote work capability

Education

Bachelor's or Master's in Mathematics/Statistics/Finance/Financial Engineering

Tools

Python

R

MATLAB

SQL

Job description

AKIJ Feed seeks a Senior Margin Methodology Specialist to develop and validate margin models across derivatives and collateral frameworks. The role emphasizes risk-based analytics, model governance, and remote collaboration with global teams.

You will analyze margin requirements, perform back-testing, and support governance to ensure alignment with regulatory expectations, with a strong quantitative emphasis and cross-functional interaction.