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 receive investment in your professional development while making a significant impact in the financial markets.

In Short

• Participate in the development of risk management tools.
• Enhance existing analytical models and design new ones.
• Build and maintain model prototypes and libraries.
• Facilitate model specification and testing with the Risk Technology team.
• Maintain key data sources for model development and analysis.
• Mitigate risk by following established procedures.
• Stay updated on developments in quantitative financial modeling.
• Minimum of 8 years of related experience required.
• 3+ years of quantitative development experience in financial institutions.
• Master’s Degree or higher in a quantitative field of study.

Requirements

• Knowledge of financial products such as equities, fixed income, or derivatives.
• Proficient in at least one high-level programming language (Python, C++, Java).
• Familiarity with SQL is a plus.
• Strong analytical and problem-solving 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.
• Flexible/hybrid model of 3 days onsite and 2 days remote.