Lead Associate Principal, Quantitative Risk Management
Options Clearing(2 months ago)
About this role
A quantitative analytics role at The Options Clearing Corporation focused on supporting the firm’s model framework for derivatives and cleared products. The position contributes to maintaining model integrity and supports OCC’s operational and regulatory objectives within a systemically important financial market utility.
Required Skills
- Risk Modeling
- Model Validation
- Stress Testing
- Backtesting
- Python
- R
- MATLAB
- SQL
- GitHub
- Optimization
+3 more
Qualifications
- Master's Degree in Computer Science, Statistics, Mathematics, or Physics
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.
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