Responsible for evaluating and modeling counterparty exposures to the Clearing House, particularly related to energy products. This will include using and developing tools to monitor P/L, Value-at-Risk, stress testing and portfolio analytics. Both qualitative and quantitative analyses are utilized to assess market, credit and operational risk to the Clearing House. Developing quantitative approaches to statistical margin methodologies to appropriately collateralize Clearing House exposures is expected. Also responsible for maintaining and improving the daily operational and risk management processes under which the clearing house functions. Interaction with the Clearing Technology Department is required to implement systems enhancements supporting new margining techniques and expansion of CME business. This role requires substantial interaction with customers as well as the ability to operate under time pressure.