Overview
On Site
Full Time
Skills
C++
Professional development
Life insurance
Risk management
Fixed income
Quantitative research
Performance monitoring
Risk analysis
Quantitative Analysis
Market risk
Analytical skill
Problem solving
Financial services
IMPACT
DTCC
Collaboration
Innovation
Finance
Testing
Prototyping
Specification
Data
Management
Modeling
Mathematics
Statistics
Fluency
Software development
Python
Java
SQL
Treasury
Mortgage
Communication
Motivation
SAP BASIS
Trading
Teamwork
Security clearance
Spectrum
Job Details
Are you ready to make an impact at DTCC?
Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We're committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world that we serve.
Pay and Benefits:
The impact you will have in this role:
Being a member of our Quantitative Risk Management team, the Quantitative Risk Associate Director is responsible for designing, developing, testing, and maintaining and enhancing in-house fixed income risk models or tools and performing analyses for risk management and regulatory requests.
Your Primary Responsibilities:
**NOTE: The responsibilities of this role are not limited to the details above. **
Qualifications:
Talents Needed for Success:
The salary range is indicative for roles at the same level within DTCC across all US locations. Actual salary is determined based on the role, location, individual experience, skills, and other considerations. 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. We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation.
About Us
DTCC safeguards the financial markets and helps them run efficiently, in times of prosperity and crisis. We are uniquely positioned at the center of global trading activity, processing over 100 million financial transactions every day, pioneering industry-wide, post-trade solutions and maintaining multiple data and operating centers worldwide. From where we stand, we can anticipate the industry's needs and we're working to continually improve the world's most resilient, secure and efficient market infrastructure. Our employees are driven to deliver innovative technologies that improve efficiency, lower cost and bring stability and certainty to the post-trade lifecycle.
DTCC proudly supports Flexible Work Arrangements favoring openness and gives people freedom to do their jobs well, by encouraging diverse opinions and emphasizing teamwork. When you join our team, you'll have an opportunity to make meaningful contributions at a company that is recognized as a thought leader in both the financial services and technology industries. A DTCC career is more than a good way to earn a living. It's the chance to make a difference at a company that's truly one of a kind.
Learn more about Clearance and Settlement by clicking here .
About the Team
Our Risk Management teams work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.
Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We're committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world that we serve.
Pay and Benefits:
- Competitive compensation, including base pay and annual incentive
- Comprehensive health and life insurance and well-being benefits, based on location
- Pension / Retirement benefits
- Paid Time Off and Personal/Family Care, and other leaves of absence when needed to support your physical, financial, and emotional well-being.
- DTCC offers a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays and a third day unique to each team or employee).
The impact you will have in this role:
Being a member of our Quantitative Risk Management team, the Quantitative Risk Associate Director is responsible for designing, developing, testing, and maintaining and enhancing in-house fixed income risk models or tools and performing analyses for risk management and regulatory requests.
Your Primary Responsibilities:
- Conduct quantitative research/analysis related to model development, maintenance, and performance monitoring
- Conduct quantitative risk analysis to support other business units
- Build and maintain model prototypes for model development
- Facilitate model risk management activities
- Facilitate model specification and model engine test with Risk Technology team
- Maintain key data source for groups model development and quantitative analyses
**NOTE: The responsibilities of this role are not limited to the details above. **
Qualifications:
- 5 years of experience in financial market risk management and quantitative modeling
- Master's degree in quantitative disciplines
Talents Needed for Success:
- Solid advanced math/statistics knowledge.
- Strong analytical skills and innovative problem-solving skills
- Fluency in at least one high level programming language (Python, C++, Java, etc.) and familiarity with SQL
- Experience modeling fixed income, including treasury or mortgage security
- Excellent communication skills, both oral and written
- Ability to deliver quality, precise work product on time
- Strong drive and intrinsic motivation and thrives under pressure and time constraints
The salary range is indicative for roles at the same level within DTCC across all US locations. Actual salary is determined based on the role, location, individual experience, skills, and other considerations. 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. We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation.
About Us
DTCC safeguards the financial markets and helps them run efficiently, in times of prosperity and crisis. We are uniquely positioned at the center of global trading activity, processing over 100 million financial transactions every day, pioneering industry-wide, post-trade solutions and maintaining multiple data and operating centers worldwide. From where we stand, we can anticipate the industry's needs and we're working to continually improve the world's most resilient, secure and efficient market infrastructure. Our employees are driven to deliver innovative technologies that improve efficiency, lower cost and bring stability and certainty to the post-trade lifecycle.
DTCC proudly supports Flexible Work Arrangements favoring openness and gives people freedom to do their jobs well, by encouraging diverse opinions and emphasizing teamwork. When you join our team, you'll have an opportunity to make meaningful contributions at a company that is recognized as a thought leader in both the financial services and technology industries. A DTCC career is more than a good way to earn a living. It's the chance to make a difference at a company that's truly one of a kind.
Learn more about Clearance and Settlement by clicking here .
About the Team
Our Risk Management teams work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.