Collateral & Margining Analyst

About the role

Delta Capita is seeking an experienced Collateral & Margining Analyst to support a front‑to‑back collateral function within its global markets environment. The role will focus on daily margining activities, control enhancement and data quality improvement in a high‑touch, time‑sensitive workflow.

Key responsibilities

• Perform daily collateral margining activities across OTC derivatives, repo and prime products.
• Calculate, validate and reconcile margin calls, disputes and settlements.
• Investigate and resolve margin discrepancies with internal stakeholders and counterparties.
• Strengthen operational controls and governance, including exception tracking and escalation.
• Support and enhance data validation and control frameworks upstream of margining.
• Conduct root‑cause analysis on recurring issues and implement remediation actions.
• Engage with trading, risk, treasury and operations teams to ensure timely and accurate processing.

Required profile

• 6 months to 2 years of experience in collateral or margining within investment banking or financial markets.
• Strong working knowledge of CSA/GNA agreements and margining across OTC derivatives, repo and prime brokerage products.
• Experience with margin call calculations, dispute management and reconciliations.
• Understanding of the collateral lifecycle, settlements and control frameworks.
• Demonstrated ability to improve processes and enhance controls.
• Ability to manage complex portfolios and high‑volume workflows.

Required skills

• Strong analytical and problem‑solving capability.
• High attention to detail with a controls‑oriented mindset.
• Ability to challenge processes and data constructively.
• Comfortable working in a fast‑paced, deadline‑driven environment.
• Strong stakeholder management and communication skills.