Director, Quantitative Risk Management
Options Clearing
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.
Skills
Qualifications
About Options Clearing
theocc.comOptions 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.
Recent company news
Bloomberg.comWells Fargo to Expand Into Clearing the $3.9 Trillion-a-Day Options Market
Dec 22, 2025
WebWireOCC Completes Comprehensive Cloud Security Assessment for AWS Environment
Dec 22, 2025
Business WireOCC Welcomes State Street as First Bank Clearing Member
Dec 17, 2025
NasdaqWells Fargo Eyes Options Clearing to Strengthen Wall Street Footprint
Dec 23, 2025
Seeking AlphaWells Fargo said to expand into options clearing amid growing client interest (WFC:NYSE)
Dec 22, 2025
About Options Clearing
Headquarters
San Francisco, CA
Company Size
201-500 employees
Founded
2018
Industry
Technology
Glassdoor Rating
4.2 / 5
Leadership Team
Sarah Johnson
Chief Executive Officer
Michael Chen
Chief Technology Officer
Emily Williams
VP of Engineering
David Rodriguez
VP of Product
Jessica Thompson
Chief Financial Officer
Andrew Park
VP of Sales
Unlock Company Insights
View leadership team, funding history,
and employee contacts for Options Clearing.
Salary
$177k – $288k
per year
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