Director, Quantitative Risk Management

Options Clearing(1 month ago)

HybridFull TimeManager$177,300 - $288,400Quantitative Risk Management

About this role

A senior quantitative modeling leader at the Options Clearing Corporation (OCC) responsible for overseeing development, implementation and integration of models for margin, clearing fund and stress testing. The role sits within Quantitative Risk Management (QRM) and works closely with Financial Risk Management, IT, Model Validation and Compliance. It includes ownership of model governance, regulatory engagement and leadership of a team of financial engineers.

View Original Listing

Required Skills

Financial Mathematics
Econometrics
Data Analysis
Machine Learning
Numerical Methods
Monte Carlo
Risk Management
Derivatives
Programming
Python

+5 more

Qualifications

Master’s Degree in Quantitative Field
PhD (Preferred)
FRM (Preferred)
CFA (Preferred)

About Options Clearing

theocc.com

Options Clearing Corporation is a United States clearing house based in Chicago. It specializes in equity derivatives clearing, providing central counterparty clearing and settlement services to 16 exchanges.

View more jobs at Options Clearing →