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Job description
The Options Clearing Corporation (OCC) seeks a Director of Quantitative Risk Management in Chicago. You will direct model development for margin, clearing fund, and stress testing, and develop Python prototypes to enhance implied volatility surfaces across maturities and strikes.
You will lead validation efforts, coordinate with IT and Compliance, manage a team of financial engineers, and support new product launches while optimizing risk models and backtesting.
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Worksite address
chicago, IL, 60290, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.