The quantitative risk management (QRM) function within financial risk management is responsible for the development of the Firms methodologies for setting margin requirements and analyzing other risk issues. The quantitative development manager will be responsible for implementation and maintenance of the QRMs model libraries and will have both software development and leadership responsibilities in the quantitative development team. Quantitative development manager will also coordinate collaboration with quantitative analysts, business users, technology staff, and model validation colleagues to implement models and systems for pricing and risk management of complex financial derivatives, as well as support and enhance existing systems in that domain.
Essential Duties and Responsibilities:
To perform this job successfully, an individual must be able to perform each essential duty satisfactorily.
The requirements listed below are representative of the knowledge, skill, and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.
Education and/or Experience:
Certificates or Licenses:
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OCC is an Equal Opportunity EmployerPosted TodayFull timeREQ-1773
OCC is the world's largest equity derivatives clearing organization and the foundation for secure markets. Founded in 1973, OCC operates under the jurisdiction of both the U.S. Securities and Exchange Commission (SEC) and the U.S. Commodity Futures Trading Commission (CFTC) as a Derivatives Clearing Organization. Named 2016 Clearinghouse of the Year - The Americas by FOW Magazine and 2016 Clearinghouse of the Year by Global Investor/ISF Magazine, OCC now provides central counterparty (CCP) clearing and settlement services to 20 exchanges and trading platforms for options, financial futures, security futures, and securities lending transactions. More information about OCC is available at www.theocc.com.