Quantitative Risk Associate Director jobs in United States
cer-icon
Apply on Employer Site
company-logo

The Depository Trust & Clearing Corporation (DTCC) · 2 hours ago

Quantitative Risk Associate Director

The Depository Trust & Clearing Corporation (DTCC) is at the forefront of innovation in the financial markets, committed to employee growth and success. The role involves developing and supporting models for risk quantification and conducting quantitative analysis to assist in risk management and business needs.

FinanceFinancial ExchangesFinancial ServicesInformation Technology
check
H1B Sponsor Likelynote

Responsibilities

Conduct quantitative research/analysis related to fixed income model development, maintenance, and performance monitoring
Conduct quantitative risk analysis to support internal risk managers as well as external supervisors and clients
Explain model behavior, carry out scenario analyses, develop new quantitative analysis tools
Facilitate model specification and model implementation test with Risk Technology team
Maintain key data source for model development and quantitative analyses
Mitigates risk by following established procedures and monitoring controls, spotting key errors and demonstrating strong ethical behavior

Qualification

Fixed Income ModelingRisk ModelingPythonSQLTreasury Securities PricingVaR ModelingAnalytical SkillsProblem SolvingCommunication SkillsAttention to Detail

Required

Minimum of 5 years of hands-on experience in fixed income and/or risk modeling
Master's degree or higher in a quantitative field of study
Fluent in Python and SQL
Knowledge of Treasury Securities and/or MBS pricing and VaR modeling
Strong Analytical, quantitative and problem solving skills, as well as demonstrated research skills
Good communication skills, both oral and written
Attention to detail and focus on quality of deliverable

Benefits

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.

Company

The Depository Trust & Clearing Corporation (DTCC)

company-logo
With over 50 years of experience, DTCC is the premier post-trade market infrastructure for the global financial services industry.

H1B Sponsorship

The Depository Trust & Clearing Corporation (DTCC) has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (119)
2024 (59)
2023 (74)
2022 (84)
2021 (36)
2020 (77)

Funding

Current Stage
Late Stage

Leadership Team

leader-logo
Frank La Salla
President, CEO and Director of DTCC
linkedin
E
Edward Cortes
Executive Director
linkedin
Company data provided by crunchbase