The Options Clearing Corporation (OCC) is seeking a qualified candidate to lead and support a team of quantitative analysts and developers. The role involves developing, implementing, and maintaining risk models for margin, clearing fund, and stress testing. Responsibilities include model analytics and performance monitoring, model prototyping and testing, and model implementation. The candidate will be responsible for project outcomes and will collaborate with cross-functional teams, including risk managers in Financial Risk Management, Information Technology, Model Validation, and Compliance. The position also requires leading the development of models for pricing, margin risk, and stress testing of financial products and derivatives. The candidate will create, design, and code algorithmic models using R and Python, apply advanced mathematical and statistical models, enhance code using SQL, and provide training to the team. Additional responsibilities include writing and reviewing documentation, participating in peer reviews, providing production support, and preparing materials for the Risk Committee and model filings with regulators.