MUST HAVE 1-Significant experience in the calculation of the Daily OCC Margin Requirement based on activity on the Stock Loan Hedge program as well as options. 2- Candidate also must have the DTCC VAR calculation. Responsibilities Monitor and highlight key credit risk issues to management. • Assist in maintaining risk management structure, system and operational manual. • Perform regular review of marginable counters and submit for approval. • Prepare risk assessment and monitoring reports to t…