Quantitative Risk Director
4 weeks ago
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.
- 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.
- 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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Quantitative Risk Director
4 weeks ago
Jersey City, New Jersey, United States Dtcc Full timeJob Title: Quantitative Risk DirectorJoin 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,...
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Quantitative Risk Director
4 weeks ago
Jersey City, New Jersey, United States Dtcc Full timeJob Title: Quantitative Risk DirectorJoin DTCC as a Quantitative Risk Director and contribute to the development and support of models and methodologies for the quantification of risk.About the Role:We are seeking a highly skilled and experienced Quantitative Risk Director to join our Quantitative Risk Management Team (QRM). As a member of QRM, you will be...
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Quantitative Risk Director
4 weeks ago
Jersey City, New Jersey, United States Dtcc Full timeJob Title: Quantitative Risk DirectorAt DTCC, we are seeking a highly skilled Quantitative Risk Director to join our team. As a key member of our Quantitative Risk Management Team (QRM), you will be responsible for the development and support of models and methodologies for the quantification of risk.Key Responsibilities:Be the leading subject expert of...
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Quantitative Risk Director
4 weeks ago
Jersey City, New Jersey, United States DTCC Digital Assets Full timeAre you ready to make a real impact at DTCC Digital Assets?We're looking for a talented Quantitative Risk Director to join our team and help us drive innovation in the financial markets.As a member of our Quantitative Risk Management Team, you'll be responsible for developing and supporting models and methodologies for quantifying risk. You'll conduct...
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Quantitative Risk Management Director
3 weeks ago
Jersey City, New Jersey, United States Executive Alliance Full timeExecutive Alliance is seeking a highly skilled Quantitative Risk Associate Director to join our team. This role will be responsible for conducting quantitative research and analysis related to model development, maintenance, and performance monitoring.Key Responsibilities:Develop and maintain complex models to analyze and mitigate financial riskCollaborate...
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Quantitative Risk Associate Director
4 weeks ago
Jersey City, New Jersey, United States Dtcc Full timeJob DescriptionDTCC is seeking a highly skilled Quantitative Risk Associate Director to join our Model Risk Management team. As a critical member of our team, you will be responsible for performing hands-on validations and reviews of our organization's model inventory, collaborating with model owners and developers, and providing summarization reports to the...
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Quantitative Risk Associate Director
4 weeks ago
Jersey City, New Jersey, United States Dtcc Full timeAbout the RoleWe are seeking a highly skilled Quantitative Risk Associate Director to join our Model Risk Management team at DTCC. As a critical member of our team, you will be responsible for performing hands-on validations and reviews, writing quality model validation reports, and collaborating with model owners, developers, and users on all facets of...
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Quantitative Risk Director
3 weeks ago
Jersey City, New Jersey, United States Dtcc Full timeWe are seeking a highly skilled Quantitative Risk Director to join our team at DTCC. In this role, you will be responsible for the development and support of models and methodologies for the quantification of risk.The Quantitative Risk Management Team (QRM) carries out quantitative analysis and other analytical support to firms' risk management and other...
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Quantitative Risk Modeler
4 weeks ago
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Quantitative Risk Modeler
3 weeks ago
Jersey City, New Jersey, United States ZAR IT Solutions Full timeJob DescriptionWe are seeking a highly skilled Quantitative Risk Modeler to join our team at ZAR IT Solutions. As a key member of our Fixed Income team, you will be responsible for maintaining and enhancing our in-house fixed income risk models.Key Responsibilities:Maintain and enhance in-house fixed income risk modelsDesign and produce model performance...
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Quantitative Finance Risk Analyst
3 weeks ago
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Quantitative Risk Management Specialist
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Quantitative Developer
4 weeks ago
Jersey City, New Jersey, United States Remote Core Solutions Full timeJob SummaryAs a Quantitative Developer at Remote Core Solutions, you will be responsible for researching and prototyping risk models for newly issued ETFs. You will also extend the scope of the Hybrid VaR as a benchmark for existing VaR methodology, assist the NSCC MTM passthrough effort, and facilitate model specification and communication with stakeholders...
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Quantitative Finance Analyst
3 weeks ago
Jersey City, New Jersey, United States Bank of America Full timeJob Title: Quantitative Finance Analyst - Market Risk SpecialistJob Summary:We are seeking a highly skilled Quantitative Finance Analyst - Market Risk Specialist to join our team at Bank of America. As a key member of our Risk Management group, you will be responsible for providing support for the production of market risk and counterparty risk models.Key...
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Quantitative Finance Analyst
3 weeks ago
Jersey City, New Jersey, United States Bank of America Full timeJob SummaryWe are seeking a highly skilled Quantitative Finance Analyst to join our team at Bank of America. As a key member of our team, you will be responsible for developing and maintaining risk models, conducting quantitative analytics, and providing technical guidance to support business requirements and the enterprise's risk appetite.Key...
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Quantitative Finance Analyst
3 weeks ago
Jersey City, New Jersey, United States Bank of America Full timeJob Title: Quantitative Finance AnalystJob Summary:Bank of America is seeking a highly skilled Quantitative Finance Analyst to join our team. As a Quantitative Finance Analyst, you will be responsible for conducting quantitative analytics and modeling projects for specific business units or risk types.Key Responsibilities:Developing new models, analytic...
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Quantitative Analyst
4 weeks ago
Jersey City, New Jersey, United States TEKsystems Full timeJob Title: Quantitative AnalystTEKsystems is seeking a highly skilled Quantitative Analyst to join our team. As a Quantitative Analyst, you will play a critical role in developing and implementing quantitative models to support our clients' risk management and capital management needs.Key Responsibilities:Develop and maintain quantitative models to forecast...
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Quantitative Model Developer
4 weeks ago
Jersey City, New Jersey, United States TEKsystems Full timeJob SummaryWe are seeking a highly skilled Quantitative Model Developer to join our team at TEKsystems. As a key member of our Global Risk Analytics team, you will be responsible for developing and maintaining risk and capital models and model systems across our Retail and Global Wealth & Investments Management product lines.Key ResponsibilitiesDevelop and...
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Senior Quantitative Analyst
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Jersey City, New Jersey, United States Tiger Analytics Full timeTiger Analytics is a leading analytics consulting firm that helps Fortune 100 companies generate business value from data. Our team of experts brings deep expertise in Data Science, Machine Learning, and AI. We are seeking a skilled professional to join our team as a Senior Quantitative Analyst.Key Responsibilities• Develops and executes Consumer Credit...
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Senior Quantitative Analyst
3 weeks ago
Jersey City, New Jersey, United States Tiger Analytics Full timeJob Title: Senior Quantitative AnalystJob Summary:Tiger Analytics is an advanced analytics consulting firm that partners with Fortune 100 companies to generate business value from data. We are seeking a Senior Quantitative Analyst to join our team and contribute to our mission.Responsibilities:Develops and executes Consumer Credit Reviews across all consumer...