Senior Quant Risk Lead — Hybrid Modeling & Margin
The Options Clearing Corporation
The Options Clearing Corporation in Chicago seeks a Lead Associate Principal for Quantitative Risk Management. In this pivotal role, you will develop and maintain risk models essential for the margin and clearing processes, ensuring compliance with financial regulations. You'll collaborate across departments to enhance existing models and implement new ones, thereby contributing to OCC's mission of ensuring market integrity. Candidates must possess a Master’s degree in quantitative fields and have expertise in financial mathematics, programming, and risk management techniques. Enjoy a hybrid work environment, competitive health benefits, and tuition reimbursement as part of OCC's comprehensive benefits package. #J-18808-Ljbffr The Options Clearing Corporation
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