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Quantitative Risk Associate Director1

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Asim Kumar Das 1813132630
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18 views3 pages

Quantitative Risk Associate Director1

Uploaded by

Asim Kumar Das 1813132630
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Quantitative Risk Associate Director

Jersey City, NJ
Hybrid

DTCC

Skills: Quantitative, Quant, Python, SQL, Treasury Securities, MBS pricing,


VaR modeling, VaR, Fixed Income, Risk Models, Analytical

Experience level: Mid-senior


Experience required: 5 Years
Education level: Master’s degree
Job function: Finance
Industry: Financial Services
Compensation: $141,000 - $180,000
Total position: 1
Relocation assistance: No
Visa sponsorship eligibility: No

JOB DESCRIPTION:
Quantitative Risk Management, QRM is responsible for the development and support of models
and methodologies for the quantification of risk.
QRM also carries out quantitative analysis and other analytical support for DTCC's risk
management and other business needs.
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.
QUALIFICATIONS:
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.
Fluent in Python and SQL
Knowledge of Treasury Securities and/or MBS pricing and VaR modeling is 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.
ABOUT DTCC: With 50 years of experience, DTCC is the premier post-trade market
infrastructure for the global financial services industry. From 20 locations around the world,
DTCC, through its subsidiaries, automates, centralizes, and standardizes the processing of
financial transactions, mitigating risk, increasing transparency, enhancing performance, and
driving efficiency for thousands of broker/dealers, custodian banks and asset managers. Industry
owned and governed, the firm innovates purposefully, simplifying the complexities of clearing,
settlement, asset servicing, transaction processing, trade reporting and data services across
asset classes and bringing increased security, enhanced resilience, and soundness to financial
markets. In 2022, DTCC’s subsidiaries processed securities transactions valued at U.S. $2.5
quadrillion and its depository subsidiary provided custody and asset servicing for securities
issues from over 150 countries and territories valued at U.S. $72 trillion. DTCC’s Global Trade
Repository service, through locally registered, licensed, or approved trade repositories, processes
more than 17.5 billion messages annually.

Header: Quantitative Risk Management (QRM) is responsible for the development and support of
models and methodologies for the quantification of risk. QRM also carries out quantitative
analysis and other analytical support for DTCC's risk management and other business needs.

Must have:
5+ years of hands-on experience in quantitative models, research
Maintain and enhance in-house fixed income risk models
Fixed income market.
Python and SQL

Nice to have:
Treasury Securities and/or MBS pricing and VaR modeling

Additional information:
Interview Process:
1st Round - HireVue
2nd Round - Zoom Video Interview
3rd Round - Onsite Interview
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 hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays
and a third day unique to each team or employee).
1.) Please provide the link to candidate’s LinkedIn profile:

2.) What is the candidate’s highest level of education?

3.) Has the candidate applied or been interviewed for any role with this company in the past? If
so, please provide details.
4.) What is the candidate’s desired total compensation? (Please specify base salary vs.
commission/bonus expectation)

5.) Where is the candidate located? If candidate is not near the job location, please explain
relocation plan in detail (e.g. timeline, relocating with family, selling/buying property)

6.) Is the candidate legally authorized to work in the US for any employer?

7.) Will the candidate now or in the future, require immigration sponsorship for work
authorization (for example, H-1B status)?

8.) Have you discussed and is the candidate aware that this role is Hybrid work arrangement and
requires 3 days a week on site?

9.) Please elaborate candidate's experience in quantitative models, research.

10.) Please elaborate candidate's experience in fixed income market.

11.) Please elaborate candidate's experience in Python and SQL.

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