Job Description
Overview
JD: Product Manager - Collateral Management (USTC Phase3)
Exposure & Margin Analysis
- Analyze daily counterparty exposures across OTC derivatives, repos, securities lending, and prime brokerage portfolios.
- Support the calculation and validation of initial margin (IM), variation margin (VM), and collateral calls.
- Investigate margin disputes, exposure breaks, and collateral shortfalls, coordinating with Front Office and Operations.
- Assess the impact of market movements, recent trades, and lifecycle events on collateral requirements.
Collateral Optimization & Inventory Management
- Evaluate collateral eligibility, haircuts, and optimization rules to improve funding efficiency.
- Partner with Treasury and Front Office to support collateral allocation strategies across legal entities and business lines.