Director of Quantitative Risk & Model Innovation

Selby Jennings
Chicago, US
On-site

Job Description

A leading Clearing Corporation is seeking a Director for their Quantitative Risk Management (QRM) group in Chicago. This senior technical leader will oversee the development of models for pricing and stress-testing in financial products, while managing a high-performing team. Candidates should have a Master's degree and over 10 years of quantitative development experience, with strong expertise in derivatives pricing and risk management methods. This role offers high visibility and interaction across departments and with regulators.

Skills & Requirements

Technical Skills

quantitative developmentderivatives pricingrisk management methodsfinancial productsstress-testing

Employment Type

FULL TIME

Level

mid

Posted

4/7/2026

Apply Now

You will be redirected to Selby Jennings's application portal.