About this opportunity
The Options Clearing Corporation lists this Associate Principal, Quantitative Risk Management opportunity in oak park, Illinois. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Quantitative Risk Management Model Performance Analyst
In this role you drive model performance monitoring and analytics within Quantitative Risk Management, building and maintaining data models for analytics in our data warehouse. You collaborate with analytics peers, data engineers, and validation teams to implement new analytics and enhance tools. You will develop automated Python solutions, perform back-testing, and contribute to documentation and best practices. This position offers exposure to cutting-edge risk analytics in a mission-driven financial market utility.
Compensation / Benefits
hybrid work environment
tuition reimbursement
student loan repayment assistance
technology stipend
generous PTO and parental leave
401k employer match, medical, dental and vision benefits
Responsibilities
Maintain and build data models for analytics warehouse availability
Implement and test model performance monitoring, including portfolio back-testing with historical data
Review monitoring metrics and algorithms for accuracy and quality
Create and review documentation for monitoring metrics, prototypes, and implementations
Support launching new products by enhancing monitoring capabilities
Document and test data accuracy and clarity
Share best practices for data and analytics engineering
Invest in learning and evaluating new analytics engineering practices
Develop Python scripts with Pandas and OOP to automate data processing
Conduct visualization and exploratory analysis using advanced statistical methods
Participate in code reviews and troubleshooting for model performance monitoring
Assist analysts with analytics questions/challenges
Key requirements
Strong programming skills with Python
Experience with a source code repository system (Git)
Ability to write and optimize complex SQL queries
Ability to collaborate with DBAs, Data Architecture, Security
Comfortable supporting business analysts on high-priority projects
High attention to detail and structured problem-solving
collaboration
attention to detail
problem-solving
Python (Pandas, OOP)
SQL (complex analytical queries)
Git, GitHub, Jenkins
Worksite address
oak park, IL, 60303, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.