Principal, Stress Testing & Liquidity Risk Management

OCC

. Perform risk management activities supporting OCC’s stress testing and liquidity risk management functions .

Posted 11/3/2026full-timeUnited StatesLead💰 $188,000 - $259,800 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in financial derivatives, risk management methodologies, and regulatory compliance, with a strong ability to analyze complex data and develop business requirements for risk systems. Proficient in mentoring and collaborating with cross-functional teams to enhance stress testing and liquidity risk management processes.

Highest-signal resume keywords

Financial Derivatives ExpertiseRisk Management MethodologiesData Analysis ProficiencyRegulatory Compliance KnowledgeBusiness Requirements Development

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Risk ManagementData AnalysisStress TestingLiquidity Risk ManagementMarket Risk MethodologiesFinancial Risk ManagementCentral Counter-Party ClearingSettlement of DerivativesRegulated Capital Markets InfrastructureFinancial Reporting

Soft Skills

Excellent Communication SkillsDetail OrientedSelf-DirectedOrganizational SkillsAbility to Work Independently

Tools & Technologies

Microsoft ExcelMicrosoft WordMicrosoft PowerPointSQLPythonRMatlabTableauAlteryxJira

Certifications & Qualifications

CFA CharterFRM Certification

Industry Keywords

OCCClearing MembersRegulatory Exam ActivitiesSEC RulesCFTC RegulationsMarket ConditionsCounterparty RiskFinancial Exposure ReportingAgile DevelopmentStress Test Practices

Tech Stack

Tools & technologies

PythonSQLTableau

About the role

Key responsibilities & impact

Perform risk management activities supporting OCC’s stress testing and liquidity risk management functions
Analyze market and stress test risk exposures for all products and accounts cleared by OCC, including equities, government securities, options, futures options, and futures
Mentor junior staff and indirectly supervise project team members across FRM and internal technology teams
Support IT in developing a new stress testing system and maintain and enhance the current implementation
Work with product teams to develop business requirements for new and enhanced stress testing and risk system functionality
Collaborate with Quantitative Risk Management on model enhancements and stress test development
Develop tools for position and financial exposure reporting using large data sets, including impacts on OCC’s financial and liquidity resources
Analyze and report clearing member stress test results to help monitor counterparty risk
Interface with second- and third-line functions and external regulators for inquiries, audits, and examinations
Respond to clearing members’ inquiries regarding stress test results, methodology, policies, and procedures
Create and enhance policies and procedures
Monitor market conditions and assess adjustments to stress test practices
Conduct studies and analysis for senior management
Prepare clear and concise management reporting
Support regulatory exam activities and the regulatory filing process
Interact with OCC senior management, Clearing Members, regulators, and other stakeholders

Requirements

What you’ll need

Thorough understanding of financial derivatives, specifically options and futures
Experience with central counter-party clearing, settlement of derivatives, financial risk management and regulated capital markets infrastructure
Sound understanding of market/credit/liquidity risk management and corresponding mitigation factors
Understanding of common market risk methodologies such as VaR, SPAN, stress testing, liquidity risk, and concentration risk
Experience with developing business requirements, systems implementation/testing
Demonstrated proficiency in performing analysis on large and complex data
Knowledge of SEC and CFTC Rules and Regulations
Ability to interact with all levels of management both internally and externally
Excellent verbal and written communication skills
Self-directed and able to work independently and collaboratively
Good organization skills; detail oriented and able to manage deadlines
Ability to prepare clear and concise reports in a timely fashion
Ability to work on multiple projects and assignments simultaneously and prioritize appropriately
Ability to adapt in a fast-paced, highly dynamic work environment
Willingness to travel, as required
Strong PC skills; comfortable with Windows environment
Proficient in Microsoft Word and PowerPoint
Highly proficient in Microsoft Excel, including lookups and pivot tables
Experience with SQL, Python, R, Matlab, Tableau, Alteryx and/or other data analytics tools
Experience with Jira in an Agile development environment
Experience with AI tools such as Claude Chat for data analysis and automation
Bachelor's degree or equivalent experience required
10+ years of work experience in risk management
Experience with an exchange, regulator, clearing house, or trading firm preferred
Graduate degree or demonstrable progress towards a graduate degree preferred
CFA Charter or FRM Certification preferred
No visa sponsorship eligibility

Benefits

Comp & perks

A hybrid work environment, up to 2 days per week of remote work
Tuition Reimbursement
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
401k Employer Match
Competitive health benefits including medical, dental and vision
Discretionary annual incentive compensation award; target incentive range 23% to 30%
Supportive environment developed to encourage work-life balance and employee wellness