Director, Quantitative Risk — Lead Model Innovation & Backtesting
Listed on 2026-10-18
-
Management
Risk Manager/Analyst -
Finance & Banking
Risk Manager/Analyst, Data Scientist
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.
This role, Director, Quantitative Risk — Lead Model Innovation & Backtesting at NBMBAA, could be your next opportunity.
The Director, Quantitative Risk — Lead Model Innovation & Backtesting role at NBMBAA is now open for applications in Chicago, IL, United States.
Join us at NBMBAA as our next Director, Quantitative Risk — Lead Model Innovation & Backtesting in Chicago, IL, United States.
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).