Quantitative Risk Director

4 weeks ago


Jersey City, New Jersey, United States Dtcc Full time
Job Title: Quantitative Risk Director

Join DTCC as a Quantitative Risk Director and contribute to the development and support of models and methodologies for the quantification of risk. As a member of the Quantitative Risk Management Team (QRM), you will be responsible for conducting quantitative research/analysis related to fixed income model development, maintenance, and performance monitoring.

Key Responsibilities:
  • Develop and maintain fixed income risk models and methodologies.
  • Conduct quantitative risk analysis to support other business units and regulatory supervisors.
  • Build and maintain model prototypes for model development.
  • Facilitate model risk management activities.
  • Collaborate with cross-functional teams to ensure model validation and IT development.
Requirements:
  • Minimum of 10 years of experience in fixed income and/or market risk modeling.
  • Master's degree in a quantitative discipline is required; Ph.D. is preferred.
Talents Needed for Success:
  • Strong knowledge in fixed income securities, including Treasury, Agency, and Mortgage securities.
  • Extensive experience in fixed income model development and model performance monitoring.
  • Meaningful prior experience in interest rate modeling.
  • Prior risk analytics experience in fixed income is a plus.
  • Hands-on programming skills in SQL and other high-level programming languages.

DTCC offers a competitive compensation package, comprehensive health and life insurance, and a pension/retirement benefits. We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status.



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