OCC recruits head of quantitative risk

- Alexander Campbell
- 24 Oct 2007

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Babbs was previously a director of the New York-based hedge fund Delaware Street Capital. At OCC he will be responsible for developing the company's Monte Carlo-based risk management system, System for Theoretical Analysis and Numerical Simulations, which is intended to calculate the margin deposits required of OCC clearing members by measuring the exposure of options, futures and cash portfolios.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net