Senior Associate, Model Risk Management
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About The Position
The Senior Associate is responsible for one or more functions within Model Risk Management (MRM) to analyze model risk across pricing, margin, clearing fund, stress testing and liquidity models: model performance monitoring; model benchmarking and testing; and model validation. The Senior Associate will collaborate with MRM staff and other teams reporting to the Chief Risk Officer, including, data & technology staff. The Senior Associate will conduct independent reviews to assess model risk and associated remediations. OCC, as the worlds largest option clearing house, uses complex mathematical models for margin, stress testing and liquidity risk calculations requiring advanced knowledge of option risk and implied volatility models.
