Quantitative Risk Associate Director jobs in United States
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The Depository Trust & Clearing Corporation (DTCC) · 1 day 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. They are seeking a Quantitative Risk Associate Director to maintain and enhance risk models, produce performance metrics, and support quantitative analyses for risk management needs.

FinanceFinancial ExchangesFinancial ServicesInformation Technology
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H1B Sponsor Likelynote

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

Qualification

Quantitative modelsFixed income marketPythonSQLTreasury SecuritiesMBS pricingVaR modelingAnalytical skillsResearch skillsProblem solvingCommunication skillsAttention to detail

Required

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

Preferred

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

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)

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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

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Frank La Salla
President, CEO and Director of DTCC
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Edward Cortes
Executive Director
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Company data provided by crunchbase