Careers

Quantitative Risk Director

📁
Risk Management
📅
200464 Requisition #

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.

 

About this Opportunity – Quantitative Risk Director

Principal Mandate and Responsibilities of the COE:

 

Collaborate with other QRM domains to support QRM mandates, with special focus on the responsibilities listed below.


Your Responsibilities:

 

While collaborating with other QRM domains, focus should be placed on:


·         Supervision of local staff

 

·         Provide business guidance, risk and quantitative training to staff

 

·         Advocate and solicit quantitative data and analytics projects from other QRM function teams

 

·         Quantitative Analysis:

 

o   Model documentation

 

o   Model performance monitoring

 

o   Model development support

 

o   Sensitivity Analysis

 

o   Model parameter review

 

·         Risk data analytics

 

o   Model input data evaluation, cleansing and prep

 

o   Model input data quality assurance and quality control

 

o   Model data quality performance monitoring

 

·         Data science research

 

o   Machine learning model performance analysis

 

o   Develop and support NLP application library and code base

 

o   ML/AI use-case review and research

 

Qualifications:

·         10+ years of experience in financial services business, including people management responsibilities.   

·         Direct experiences in quantitative analysis, risk management, trading or securities valuation areas required.

·         Diverse product knowledge covering equity, fixed income (including mortgage), and derivatives required.

·         Experience in programming such as (Excel/VBA, SQL, R, Python etc.) required

·         Excellent presentation, negotiation and project management skills

·         Graduate degree in mathematical finance, economics, mathematics, statistics or similar field.  PhD degree is desired.


With over 45 years of experience, DTCC is the premier post-trade market infrastructure for the global financial services industry. From operating facilities, data centers and offices in 16 countries, DTCC, through its subsidiaries, automates, centralizes and standardizes the processing of financial transactions, mitigating risk, increasing transparency and driving efficiency for thousands of broker/dealers, custodian banks and asset managers. Industry owned and governed, the firm simplifies the complexities of clearing, settlement, asset servicing, data management, data reporting and information services across asset classes, bringing increased security and soundness to financial markets. In 2018, DTCC’s subsidiaries processed securities transactions valued at more than U.S. $1.85 quadrillion. Its depository provides custody and asset servicing for securities issues from 170 countries and territories valued at U.S. $52.2 trillion. DTCC’s Global Trade Repository service, through locally registered, licensed, or approved trade repositories, processes over 14 billion messages annually. To learn more, please visit us at www.dtcc.com or connect with us on LinkedIn, Twitter, YouTube and Facebook. 


Previous Job Searches

My Profile

Create and manage profiles for future opportunities.

Go to Profile

My Submissions

Track your opportunities.

My Submissions

Similar Listings

Tampa

📁 Risk Management

Requisition #: 200418

Tampa

📁 Risk Management

Requisition #: 191588

Dallas - Belt Line

📁 Risk Management

Requisition #: 200634