Quantitative Risk Management Analyst - Remote

Overview

As a Quantitative Risk Management Analyst at DTCC, you will work on innovative projects, collaborate with a dynamic team, and contribute to the development and support of models for risk quantification.

In Short

• Maintain and enhance in-house fixed income risk models.
• Produce model performance metrics and analytics.
• Explain model behavior and carry out scenario analyses.
• Develop new quantitative analysis tools.
• Mitigate risk by following established procedures.

Requirements

• Master’s degree or higher in a quantitative field.
• 5+ years of experience in quantitative models and research.
• Deep understanding of the fixed income market.
• Fluent in Python and SQL.
• Knowledge of Treasury Securities and MBS pricing is a plus.

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.
• Flexible/hybrid work model.