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.