Quantitative Risk Director - Remote

Overview

The Quantitative Risk Director will be responsible for the development and support of models and methodologies for the quantification of risk within the Quantitative Risk Management Team at DTCC.

In Short

• Lead subject expert of fixed income risk model and methodology.
• Conduct quantitative research/analysis related to fixed income model development.
• Support other business units and regulatory supervisors with quantitative risk analysis.
• Build and maintain model prototypes for development.
• Facilitate model risk management activities.
• Collaborate with Risk Technology team for model specification and testing.
• Mitigate risk by following established procedures and demonstrating strong ethical behavior.

Requirements

• Minimum of 10 years of experience in fixed income and/or market risk modeling.
• Master's degree in a quantitative discipline required; Ph.D. preferred.
• Strong knowledge in fixed income securities.
• Extensive experience in model development and performance monitoring.
• Hands-on programming skills in SQL and Python.
• Experience collaborating with cross-functional teams.
• Strong written and verbal communication skills.

Benefits

• Competitive compensation, including base pay and annual incentive.
• Comprehensive health and life insurance benefits.
• Pension/Retirement benefits.
• Paid Time Off and Personal/Family Care leave.
• Flexible/hybrid work model.