Director of Quantitative Risk Management: Lead Modeling
Listed on 2026-10-30
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Finance & Banking
Risk Manager/Analyst -
Management
Risk Manager/Analyst
The Options Clearing Corporation (OCC) is seeking a Director of Quantitative Risk Management in Chicago, IL to lead the development and oversight of models for margin, clearing fund and stress testing.
Responsibilities include directing methodology, implementing Python-based enhancements, validating results, and coordinating with IT, validation, and compliance teams. Up to 40% telecommuting is available.
This posting is for the Director of Quantitative
Risk Management:
Lead Modeling role at The Options Clearing Corporation (OCC), based in IL, United States.
We are currently recruiting a Director of Quantitative
Risk Management:
Lead Modeling for our team in IL, United States.
This is a genuine opening to take on the Director of Quantitative
Risk Management:
Lead Modeling role at The Options Clearing Corporation (OCC).
As a Director of Quantitative
Risk Management:
Lead Modeling, you will play an important part at The Options Clearing Corporation (OCC) in IL, United States.
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