Remote Principal Model Risk Analyst

The Options Clearing Corporation; United States; Hybrid; USD 111.000 - 156.000; Vollzeit

Benefits dieser Stelle

Telecommuting up to 40%

Employee Referral Program

Benefits package

Zusammenfassung

The Options Clearing Corporation (OCC) is seeking a Model Risk Management professional to analyze model risk across pricing, margin, clearing fund, stress testing and liquidity models. You will collaborate with MRM staff, data & technology teams, and report to the CRO, contributing to model validation and performance testing.

This role includes remote work up to 40%. Requirements include a Master’s degree in finance/financial engineering and two years of related experience.

Qualifikationen

• Master's degree required and two years of related experience.
• Experience analyzing model risk across pricing, margin, liquidity and stress testing.
• Experience with backtesting, validation documentation, and model performance testing.
• Strong communication of model risk analysis to CRO and other teams.

Aufgaben

• Analyze model risk across pricing, margin, clearing fund, stress testing and liquidity models.
• Collaborate with MRM staff, CRO and data/tech teams.
• Design benchmark models and backtesting tools; write validation docs.
• Perform model performance testing and portfolio back-testing with historical data.
• Review implementations focusing on requirements verification and testing quality.
• Support new product launches with quantitative risk analysis and cross-functional collaboration.

Kenntnisse

Quantitative analysis

Model risk mgmt

Risk modeling

Communication skills

Ausbildung

Master's degree in finance/financial engineering

Tools

RStudio

SQuirrel SQL Client

Jobbeschreibung

The Options Clearing Corporation (OCC) is seeking a Model Risk Management professional to analyze model risk across pricing, margin, clearing fund, stress testing and liquidity models. You will collaborate with MRM staff, data & technology teams, and report to the CRO, contributing to model validation and performance testing.

This role includes remote work up to 40%. Requirements include a Master’s degree in finance/financial engineering and two years of related experience.