Director of Quantitative Risk Management: Lead Modeling
Listed on 2026-09-30
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Finance & Banking
Data Scientist -
IT/Tech
Data Scientist
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.
Step into the Director of Quantitative
Risk Management:
Lead Modeling role at The Options Clearing Corporation (OCC) in IL, United States and grow with us.
This role is for the Director of Quantitative
Risk Management:
Lead Modeling role at The Options Clearing Corporation (OCC).
We are seeking a motivated Director of Quantitative
Risk Management:
Lead Modeling to join The Options Clearing Corporation (OCC) in IL, United States.
Consider building your career as a Director of Quantitative
Risk Management:
Lead Modeling at The Options Clearing Corporation (OCC).
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