Director of Quantitative Risk Modeling

A major financial clearing organization based in Dallas is seeking an experienced professional to lead model development for margin, clearing funds, and stress testing. The ideal candidate will have over 10 years of experience in quantitative research, strong programming, and analytical skills, and will manage a team of engineers. This role offers a hybrid work environment with competitive compensation, including potential bonuses and various employee benefits. #J-18808-Ljbffr