Quantitative Risk Associate Director
| Company | DTCC |
|---|---|
| Location | New York, NY, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Master’s |
| Experience Level | Senior |
Requirements
- 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.
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.
Preferred Qualifications
- 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