Overview
Hybrid
Up to $180,000
Full Time
Skills
Quantitative Risk
Quantitative Risk Management
fixed income risk
python
sql
Job Details
Title- Quantitative Risk Associate Director
Location- Jersey City, NJ (Hybrid)
Duration- Fulltime Role
JOB DESCRIPTION:
- Quantitative Risk Management, QRM is responsible for the development and support of models and methodologies for the quantification of risk.
- QRM also carries out quantitative analysis and other analytical support to firms' risk management and other business needs.
- Quantitative Risk Management (QRM) is responsible for the development and support of models and methodologies for the quantification of risk.
- QRM also carries out quantitative analysis and other analytical support for DTCC's risk management and other business needs.
RESPONSIBILITIES:
- Maintain and enhance in-house fixed income risk models
- Produce model performance metrics and analytics to support communications with both internal model users and external supervisors
- Explain model behavior, carrying out scenario analyses, develop new quantitative analysis tools
- Maintain key data source for groups model development and quantitative analyses.
- Mitigates risk by following established procedures and monitoring controls, spotting key errors and demonstrating strong ethical behavior.
QUALIFICATIONS:
- Master s degree or higher in a quantitative field of study
- 5+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income market.
- Fluent in Python and SQL
- Knowledge of Treasury Securities and/or MBS pricing and VaR modeling a big plus.
- Strong Analytical, quantitative and problem-solving skills, as well as demonstrated research skills
- Good communication skills, both oral and written.
- Excellent attention to detail and focus on quality of deliverable
Must have:
- Master s degree or higher in a quantitative field of study
- 5+ years of hands-on experience in quantitative models, research
- Maintain and enhance in-house fixed income risk models
- Fixed income market.
- Python and SQL
Nice to have:
- Treasury Securities and/or MBS pricing and VaR modeling
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.