Director, Quantitative Risk — Lead Model Innovation & Backtesting
Listed on 2026-10-11
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Finance & Banking
Data Scientist -
Management
Data Science Manager
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.
The following opportunity is for a Director, Quantitative Risk — Lead Model Innovation & Backtesting with NBMBAA.
We are looking to fill the Director, Quantitative Risk — Lead Model Innovation & Backtesting position at NBMBAA in Chicago, IL, United States.
The Director, Quantitative Risk — Lead Model Innovation & Backtesting role at NBMBAA is now open for applications in Chicago, IL, United States.
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