Sr. Quantitative Risk Management Dev, Principal level

The Sr. Model Implementation Developer will be responsible for supporting MRM’s engagement with OCC’s Renaissance initiative, a firmwide development project. You will provide support for the review and signoff of the Renaissance Risk Pillar test plans and test results.

The goal is also to support the development of MRM’s independent verification testing capabilities for the Risk Pillar. This will include creating MRM’s independent implementation of the OCC’s financial risk models. You should be able to solve problems creatively, communicate effectively, and proactively, engage in technical decision making to achieve these objectives.

This individual will be a team player who can easily work well with business, technical and non-technical professionals, in an Agile environment.
    

·         Technical Skills:    

•  7+ years .NET and C# development experience
•  5+ years of Javascript experience, including React and typescript.

•  2+ years working in Cloud environment.

•  2+ years Java development,   3+ years developing quantitative financial models.

• Experience as architect for both front-end and back-end solutions.        
• Experience with RESTful APIs
• Experience following Git workflows
• Working knowledge of DevOps tools. Eg Terraform, Ansible, Jenkins, Kubernetes, Helm and   

   CI/CD pipeline etc.
• Familiarity with monitoring related tools and frameworks like Splunk, ElasticSearch,

   Prometheus, AppDynamics

• Experience with financial data.

    
Primary Duties and Responsibilities: 

• Review and signoff of test plans and results for Risk Pillar of OCC’s Renaissance Initiative.

• Maintenance of MRM’s custom Risk Systems Control Tool. This includes the development and delivery of business features in the application’s front end, middle layer, and back end.

• Deployment for MVG’s Risk System Control Tool in an AWS environment to facilitate MRM’s Renaissance testing activities. Inclusive of integration with AWS data sources.

• Development of OCC’s quantitative financial models into MRM’s modeling infrastructure with focus on computational performance.
• Participates in code reviews, proactively identifying and mitigating potential issues and defects while assisting with continuous improvement; Emphasis on clean coding standards.
• Must be a self-starter, independent and comfortable with a fast paced, dynamic environment.
• A team player who assists the team as required to achieve collective goals & delivery milestones including knowledge-share.
• Actively participates in creation and review of both business and technical user stories, providing constructive feedback and input on both work effort estimation as well as architecture/design improvements.
• Participate in innovative design, proof of concept(s) with emerging technologies and solutions.
• Embrace industry best practices like continuous integration, continuous deployment, automated testing, TDD etc.
• Will write unit and integration tests,  based on chosen DevOps frameworks.
• Maintain the MRM IT infrastructure, such as the collection of servers, data bases, and management of share drives.
                

Education and/or Experience:    

BS degree in Computer Science, or similar technical field required.  Masters preferred.

• N/A

Education & Training

• BS degree in Computer Science, or similar technical field required.  Masters preferred.

Who We Are

The Options Clearing Corporation (OCC) is the world's largest equity derivatives clearing organization. Founded in 1973, OCC is dedicated to promoting stability and market integrity by delivering clearing and settlement services for options, futures and securities lending transactions. As a Systemically Important Financial Market Utility (SIFMU), OCC operates under the jurisdiction of the U.S. Securities and Exchange Commission (SEC), the U.S. Commodity Futures Trading Commission (CFTC), and the Board of Governors of the Federal Reserve System. OCC has more than 100 clearing members and provides central counterparty (CCP) clearing and settlement services to 19 exchanges and trading platforms. More information about OCC is available at www.theocc.com.

What We Offer

A highly collaborative and supportive environment developed to encourage work-life balance and employee wellness. Some of these components include:

A hybrid work environment, up to 2 days per week of remote work

Tuition Reimbursement to support your continued education

Student Loan Repayment Assistance

Technology Stipend allowing you to use the device of your choice to connect to our network while working remotely

Generous PTO and Parental leave

Competitive health benefits including medical, dental and vision

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 OCC, please click here.

OCC is an Equal Opportunity Employer