Sr. Quantitative Analyst

Are you ready to explore a world of possibilities?

Join our DTCC family, and you'll grow your expertise and become the best version of you. As you embark on a new journey, you'll tackle challenges with flexibility and grace, learning new skills and advancing your career while having the time of your life.

Why You'll Love This Job:

Being a member of our Risk Management team, you'll 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.

Your Primary Responsibilities:

The Senior Quantitative Analyst is primary responsible for designing, developing and testing new risk management models, maintaining and enhancing existing models, as well as monitoring the performance of existing models.

• Participate in the design, development, testing, and implementation of quantitative risk methodologies.
• Participate in the maintenance and development of model risk management tools (e.g., alerting) or processes (e.g., model performance monitoring).
• Keep abreast of the latest developments and best practices in quantitative financial modeling and risk management.
• Maintain regulatory awareness and compliance, and ensure adherence to risk-related policies and best practices.

• 3+ years of experience in quantitative financial engineering, risk management, or data analytics; experience dealing with large, unstructured data sets are desirable.
• Hands-on experience with common quantitative risk management methods such as Value at Risk (VaR), volatility models, time series analysis, etc.
• Understanding of products, market conventions, and risk measurement on equities and/or fixed income.
• Experience with data cleansing and ability to handle large set of data.
• Ability to operate independently as well as be an effective member of a team.
• Excellent communication and presentation skills.
• Strong programming skills in SQL and Python; additional programming language such as R, MatLab is a plus.
• Master's degree in quantitative field, e.g. computer science, engineering, finance or econometrics
• CFA or FRM are preferred.