Description The Quantitative Risk Manager is responsible for developing & sometimes leading the development of Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio Analytics. He/She also works to develop & sometimes lead the development of strategies to perform back-testing to ensure the adequacy of margin coverage & model assumptions. Principal Accountabilities: ??? Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures. Ensure that the model is up to date with the proven theories in the field. ??? Enhance existing risk