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Wrong Simon Babbs?

Simon H. Babbs

First Vice President, Quantitative Risk Management

The Options Clearing Corporation

HQ Phone:  (312) 322-6200

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I agree to the Terms of Service and Privacy Policy. I understand that I will receive a subscription to ZoomInfo Community Edition at no charge in exchange for downloading and installing the ZoomInfo Contact Contributor utility which, among other features, involves sharing my business contacts as well as headers and signature blocks from emails that I receive.

The Options Clearing Corporation

One North Wacker Drive Suite 500

Chicago, Illinois,60606

United States

Company Description

OCC is the world's largest equity derivatives clearing organization. Founded in 1973, OCC operates under the jurisdiction of both the Securities and Exchange Commission (SEC) as a Registered Clearing Agency and the Commodity Futures Trading Commission (CFTC) a... more

Find other employees at this company (776)

Web References(16 Total References)


CBOE Risk Management Conference Agenda

www.cboermc.com [cached]

Simon Babbs, Head of Quantitative Risk Management, The Options Clearing Corporation
Simon Babbs Presentation Simon Babbs, Head of Quantitative Risk Management, The Options Clearing Corporation


www.cboermc.com

Simon Babbs, Head of Quantitative Risk Management, The Options Clearing Corporation
Simon Babbs Presentation Simon Babbs, Head of Quantitative Risk Management, The Options Clearing Corporation


OCC - Press Releases

onn.theocc.com [cached]

OCC Announces Simon Babbs To Lead Quantitative Risk Management TeamOCC announced today a new addition to its risk management team.Dr. Simon H. Babbs has joined OCC as 1st Vice President, Quantitative Risk Management.He will manage the entire quantitative risk management area and its staff and also lead the further development of the STANS system.


www.institutionalinvestor.com

Simon BabbsBank OneThe Options Clearing Corporation has hired Dr. Simon Babbs as first v.p. in its quantitative risk management department.He is charged with supervising the quantitative risk management area and its staff and will handle further development of the STANS system, a risk management methodology.STANS, the System for Theoretical Analysis and Numerical Simulations, is used to determine the amount of margin deposits required of OCC Clearing MembersBabbs was director of Delaware Street Capital.Babbs has worked at Bank One and its predecessor companies, and held positions including manager of an international research team as head of quantitative enterprise development. Hires Quant VPThe Options Clearing Corporation has hired Dr. Simon Babbs as first v.p. in its quantitative risk management department.Preview Options Clearing Corp.Hires Quant VPThe Options Clearing Corporation has hired Dr. Simon Babbs as first v.p. in its quantitative risk management department.


www.sys-con.com

The Options Clearing Corporation Announces Simon Babbs to Lead Quantitative Risk Management TeamThe Options Clearing Corporation Announces Simon Babbs to Lead Quantitative Risk Management Team @ SYS-CON MediaThe Options Clearing Corporation Announces Simon Babbs to Lead Quantitative Risk Management TeamDr. Simon H. Babbs has joined OCC as 1st Vice President, Quantitative Risk Management.He will manage the entire quantitative risk management area and its staff and also lead the further development of the STANS system. The STANS system is a Monte Carlo-based risk management methodology for determining the amount of margin deposits required of OCC Clearing Members.This methodology -- called "STANS," for System for Theoretical Analysis and Numerical Simulations -- is used to measure the exposure of portfolios of options, futures and cash instruments cleared and carried by OCC on behalf of its Clearing Members. Mr. Babbs has almost 30 years experience in finance.He comes to OCC from Delaware Street Capital where he served as director.Previously Mr. Babbs held several roles over 10 years at Bank One and its predecessor companies, including managing an international research team as Head of Quantitative Enterprise Development (QED).QED supported the bank's capital markets businesses and credit portfolio managers, was responsible for quantitative risk management methodologies, and played a major role in developing economic capital models.Earlier, he developed complex interest rate derivatives for HSBC Markets, based on an interest rate model from his PhD thesis.Mr. Babbs' extensive banking career began at the Bank of England as a member of their Mathematical Techniques Group and subsequently of the Banking Supervision Department. Mr. Babbs earned first class honours MA in Mathematics from Oxford University, UK, a postgraduate diploma in Business Studies from City Polytechnic, and a PhD in Finance from Imperial College, London University.He holds an associate fellowship at Warwick Business School.Mr. Babbs has authored numerous papers in refereed academic finance journals and contributed to various books. "We are extremely pleased to have Simon join our ranks."


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