Overview

Jersey City, NJ, USA
icrunchdata Network
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 candidate is primarily responsible for designing, developing, testing, and maintaining stress test models or tools and performing Stress Test related analyses and reporting. Design and implement stress testing scenarios Perform analytical analysis such as attribution analysis to explain stress testing risk metrics results Conduct quality assurances and controls on data Maintain stress testing related functions in QRM’s Production System, including setting up scheduled jobs to perform stress testing calculations Aligns risk and control processes into day to day responsibilities to monitor and mitigate risk; escalates appropriately NOTE: Responsibilities of this role are not limited to the details above. Talents Needed for Success: 3 years of hands-on experience in quantitative analysis, preferable in credit risk or market risk modeling Minimum 6 years of related work experience Excellent communication skills, both oral and written. Must have excellent interpersonal skills Self-motivated and able to work independently. Have a general knowledge about the financial market, products, risk management (such as VaR modeling) and risk metrics (such as back testing). Solid programming skills in data processing language such as SQL and Python. R, Matlab are pluses. Must have a Ph. D or a Master’s degree in a quantitative field, preferably in applied economics, econometries, statistics or financial engineering. We offer top class training and development for you to be an asset in our organization We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status. We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation. About DTCC DTCC safeguards the financial markets and helps them run efficiently, in times of prosperity and crisis. We are uniquely positioned at the center of global trading activity, processing over 100 million financial transactions every day, pioneering industry-wide, post-trade solutions and maintaining multiple data and operating centers worldwide. From where we stand, we can anticipate the industry’s needs and we’re working to continually improve the world’s most resilient, secure and efficient market infrastructure. Our employees are driven to deliver innovative technologies that improve efficiency, lower cost and bring stability and certainty to the post-trade lifecycle. Our work environment favors openness and gives people freedom to do their jobs well, by encouraging diverse opinions and emphasizing teamwork. When you join our team, you’ll have an opportunity to make meaningful contributions at a company that is recognized as a thought leader in both the financial services and technology industries. A DTCC career is more than a good way to earn a living. It’s the chance to make a difference at a company that’s truly one of a kind. Our Risk Management teams 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.

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