Hybrid Risk & Margin Pricing Analyst

The Options Clearing Corporation; Chicago, Northern (IL, KY); Hybrid; USD 85,000 - 122,000; Full time

Benefits offered by this job

Hybrid work up to 2 days remote

Tuition reimbursement

Student loan repayment assistance

Technology stipend

Generous PTO and parental leave

401k employer match

Competitive health benefits

Job summary

The Options Clearing Corporation (OCC) is seeking a risk management professional to support diverse risk and pricing activities for cleared products. The role includes valuation analysis, market data validation, and regulatory program support in a dynamic, high-stakes environment.

You'll work with OCC tools and SQL-based workflows to maintain accurate margin calculations and parameter files for RBH/CPM and SPAN, collaborating with multiple departments to improve processes and performance.

Qualifications

• Bachelor's degree in Finance, Economics, or related field required.
• 3+ years of experience in back-office operations or risk management.
• Strong understanding of securities and futures markets and derivative valuation.

Responsibilities

• Perform analysis of market and theoretical valuation of all products cleared by OCC, eligible to be deposited as collateral, or that are part of an OCC supported process.
• Perform reconciliation of modeled output and update where appropriate; ensure accuracy for price arbitrage and pricing inputs.
• Monitor intraday market performance and ensure that pricing and market data are reflected accurately; escalate issues when needed.
• Support SEC and CFTC regulated programs related to customer margin/haircut calculations and model parameters.

Skills

Excel

Pivot tables

Lookups

Complex formulas

Word

PowerPoint

Bloomberg

Refinitiv

SQL

Tableau

Education

Bachelor's degree in Finance, Economics, or related field

Tools

Squirrel

TextPad

DB2 Connect

Job description

The Options Clearing Corporation (OCC) is seeking a risk management professional to support diverse risk and pricing activities for cleared products. The role includes valuation analysis, market data validation, and regulatory program support in a dynamic, high-stakes environment.

You'll work with OCC tools and SQL-based workflows to maintain accurate margin calculations and parameter files for RBH/CPM and SPAN, collaborating with multiple departments to improve processes and performance.