Senior Quantitative Analyst Senior Quantitative Analyst …

Options Clearing Corporation
in Chicago, IL, United States
Permanent, Full time
Be the first to apply
130950
Options Clearing Corporation
in Chicago, IL, United States
Permanent, Full time
Be the first to apply
130950
Senior Quantitative Analyst
Senior Quantitative Analyst Chicago - 125 S Franklin/en-US/careers/job/Chicago---125-S-Franklin/Senior-Quantitative-Analyst_REQ-1570/apply

PERM POSITION

Name of Employer:

The Options Clearing Corporation

Job Title:

Senior Quantitative Analyst

Location:

125 S. Franklin Street, Suite 1200, Chicago, IL 60606

Duties:

Develop and implement pricing and risk analytic models and tools to support risk management. Develop high-performance numerical algorithms, conforming to the high reliability and availability standards of the organization. Review models and algorithms of other team members. Use Monte Carlo simulation and partial differential equations to devise and implement simulation models for option pricing and commodity futures. Use C++ and Python programming and stochastic analysis for model development and implementation of pricing and simulation models into production. Perform risk management by providing backtesting support for credit products and model documentation. Write quantitative, systems and review documentation, including executive summaries for business users and management.*This position qualifies for The Options Clearing Corporations Employee Referral Program.*

Education & Experience Required:

Masters degree in Finance, Economics or Applied Mathematics and two (2) years of experience in financial quantitative modeling and analysis.

Special Skills Required:

Must have experience with each of the following: 1. Use Monte Carlo simulation and partial differential equations to devise and implement simulation models for option pricing and commodity futures; 2. Use C++ and Python programming and stochastic analysis for model development and implementation of pricing and simulation models into production; and 3. Risk management experience in backtesting support for credit products and model documentation.

Salary

$102,700-$159,200

Apply:

Apply online at www.theocc.com. No calls. EOE.

Step 1
When you find a position you're interested in, click the 'Apply' button. Please complete the application and attach your resume.

Step 2
You will receive an email notification to confirm that we've received your application.

Step 3
If you are called in for an interview, a representative from OCC will contact you to set up a date, time, and location.

For more information about , please click .

OCC is an Equal Opportunity Employer

Posted 2 Days AgoFull timeREQ-1570

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.

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