Senior Pricing & Margin Lead — Risk Analytics & Strategy

The Options Clearing Corporation; Dallas, Northern (TX, KY); Hybrid; USD 105,000 - 152,000; Full time

Benefits offered by this job

Hybrid work environment

Tuition Reimbursement

Student Loan Repayment Assistance

Technology Stipend

Generous PTO and Parental leave

401k Employer Match

Health benefits

Job summary

The Options Clearing Corporation (OCC) is seeking an experienced risk management professional to support price data integrity and customer margin haircuts in a regulated environment. You will work on RBH/CPM and SPAN programs, calibrate models, and analyze pricing inputs for derivatives and securities.

Responsibilities include monitoring market data, validating results, and assisting in regulatory programs with Clearing Members and the public.

Qualifications

• Bachelor’s degree in finance, economics, or related field.
• Master’s degree or progress toward CFA/FRM designation is a plus.
• CFA, FRM, or Series 7/24 licensure is a plus.

Responsibilities

• Perform analysis of market and theoretical valuation of all products cleared by OCC.
• Reconcile modeled output and update where appropriate; fees: price inputs for derivatives and securities.
• Evaluate market data vendors and manage market data entitlements.
• Monitor intraday market performance and ensure pricing reflects data.
• Support SEC and CFTC regulated programs related to customer margin/haircut calculations.
• Develop and maintain parameter files for risk models and margin requirements.
• Provide explanations of OCC’s risk management framework to external parties.
• Lead cross-functional projects and provide mentorship to staff.

Skills

Derivatives valuation

VaR

Data analysis

Communication skills

Presentation to leadership

Risk management

Education

Bachelor’s degree in finance/economics

Master’s or CFA/FRM a plus

CFA/FRM or Series 7/24 licensure a plus

Tools

Excel

Pivot tables

SQL

Tableau

R Studio

Python

Alteryx

Bloomberg

Refinitiv

DB2 Connect

Job description

The Options Clearing Corporation (OCC) is seeking an experienced risk management professional to support price data integrity and customer margin haircuts in a regulated environment. You will work on RBH/CPM and SPAN programs, calibrate models, and analyze pricing inputs for derivatives and securities.

Responsibilities include monitoring market data, validating results, and assisting in regulatory programs with Clearing Members and the public.