About this opportunity
National Black MBA Association lists this Director, Quantitative Risk — Lead Model Innovation & Backtesting opportunity in chicago, Illinois. Review the employer’s description below for duties, qualifications and application requirements.
Job description
The Options Clearing Corporation (OCC) is seeking a Director of Quantitative Risk Management to lead model development for margin, clearing fund and stress testing. You will drive Python prototype work for implied volatility surfaces and coordinate validation with risk, IT, and compliance teams.
Responsibilities include monitoring model performance, backtesting, and addressing regulatory findings while supervising a team of financial engineers. A hybrid work model and strong benefits are offered.
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Worksite address
chicago, IL, 60290, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.