Director of Financial Modeling

3 weeks ago


Jersey City, New Jersey, United States DTCC Full time
About the Role

The Quantitative Risk Director will be responsible for leading the development and support of fixed income risk models and methodologies at DTCC. This role involves conducting quantitative research and analysis related to fixed income model development, maintenance, and performance monitoring.

Responsibilities:
  1. Develop and maintain fixed income risk models and methodologies
  2. Provide quantitative risk analysis support to other business units and regulatory supervisors
  3. Collaborate with the Risk Technology team on model specification and engine testing

Competitive Compensation Package including base pay, annual incentives, comprehensive health and life insurance benefits, pension/retirement benefits, and flexible hybrid work arrangements.

Talent Requirements:
  • Minimum 10 years of experience in fixed income and/or market risk modeling
  • Master's degree in a quantitative discipline; Ph.D. preferred


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