Summary 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. Responsibilities As a Risk Analyst (Margin Models) in the Risk Surveillance Branch, you will: Draft documents describing margin methodologies used, or proposed, by registered central counterparty clearinghouses (CCPs) in both high-level overviews as well as more detailed narratives; Evaluate margin models used for a diverse set of derivatives products, including models for futures, options on futures, and over-the-counter (OTC) derivatives such as credit default and interest rate swaps; Develop and build prototypes of margin models, or com...