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DTCC

Quantitative Risk Associate Director

Jersey City, NJ

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).

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The impact you will have in this role:

Being a member of the Quantitative Risk Management team, you will work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems. The Senior Quantitative Analyst is primarily responsible for designing, developing, testing, and maintaining quantitative models or tools and performing analyses for risk management and regulatory requests

Your Primary Responsibilities:
  • Develop and maintain in-house fixed income risk models
  • Design metrics to monitor model performance and communicate performance results to risk users and management
  • Design and produce reports and presentations to support communications with both internal model users and external supervisors
  • Test the adequacy of the modeling solutions

Qualifications:
  • Master's degree or above in a quantitative field of study
  • 3+ years of quantitative modeling experience in fixed income and/or market risk.

Talents Needed for Success:
  • Knowledge of TIPS and/or mortgage security modeling a big plus
  • Fluent in at least one high level programming language (Python, C++, Java, etc.). Familiarity with SQL is a plus.
  • Strong analytical and problem-solving skills
  • Excellent communication skills, both oral and written

Client-provided location(s): Jersey City, NJ, USA
Job ID: DTCC-206504
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • Health Insurance
    • Dental Insurance
    • Vision Insurance
    • Life Insurance
    • Short-Term Disability
    • FSA
    • HSA With Employer Contribution
    • Long-Term Disability
    • HSA
    • Pet Insurance
    • Mental Health Benefits
  • Parental Benefits

    • On-site/Nearby Childcare
    • Adoption Assistance Program
    • Family Support Resources
  • Work Flexibility

    • Hybrid Work Opportunities
    • Work-From-Home Stipend
  • Office Life and Perks

    • Casual Dress
    • Snacks
    • On-Site Cafeteria
    • Commuter Benefits Program
    • Company Outings
    • Holiday Events
  • Vacation and Time Off

    • Paid Vacation
    • Paid Holidays
    • Personal/Sick Days
    • Leave of Absence
    • Volunteer Time Off
  • Financial and Retirement

    • 401(K) With Company Matching
    • Performance Bonus
    • Financial Counseling
  • Professional Development

    • Work Visa Sponsorship
    • Leadership Training Program
    • Associate or Rotational Training Program
    • Tuition Reimbursement
    • Learning and Development Stipend
    • Promote From Within
    • Mentor Program
    • Shadowing Opportunities
    • Access to Online Courses
    • Lunch and Learns
  • Diversity and Inclusion

    • Diversity, Equity, and Inclusion Program
    • Employee Resource Groups (ERG)

This job is no longer available.

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