The Options Clearing Corporation (OCC) is seeking a qualified candidate to lead and support a team of quantitative analysts and developers in developing, implementing, and maintaining risk models for margin, clearing fund, and stress testing. The role involves model analytics and performance monitoring, model prototyping and testing, and model implementation. The successful 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 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 on futures, options, and other financial products for back testing and stress testing using R and Python. Advanced mathematical and statistical models will be applied in developing risk models and risk management systems. The role also includes enhancing code using SQL to fetch data from various databases and automating the monitoring process for model performance metrics. Training team members in quality assurance testing, writing and reviewing documentation, and providing production support are also key responsibilities.