Lead Associate Principal, Quantitative Risk Management

The Options Clearing Corporation (OCC) Lead Associate Principal, Quantitative Risk Management YesterdaySaved Hybrid Chicago, IL, USA 180K-230K Annually Senior level 180K-230K Annually Senior levelBig Data • Cloud • Fintech • Information Technology • Financial ServicesDevelops, validates, implements, and maintains quantitative risk models for derivatives pricing, margin, clearing funds, stress testing, CVA/CCR, volatility, and regulatory capital. Responsibilities include model prototyping, back-testing, documentation, code reviews, quality assurance, production support, and collaboration with risk managers, developers, validators, and business teams. Requires expertise in equity derivatives, financial risk analytics, Basel III, and SR 11-7 governance.Top Skills: C++MatlabPythonScalaSQL