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Quantitative Risk Associate Director

Quantitative Risk Associate Director

DTCCTampa, FL, US
30+ days ago
Job type
  • Full-time
Job description

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 :

  • 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.