Senior Quantitative Risk Analyst (Senior Associate)

Job Description

THE DEPOSITORY TRUST & CLEARING CORPORATION SEEKS:

Title: Senior Quantitative Risk Analyst (Senior Associate)

Job Duties: Develop financial risk models. Conduct quantitative analyses related to risk models with emphasis on data driven research. Collaborate with cross-functional team to assemble data for risk modeling. Write model document with clear model development evidence and logic. Design and produce reports and presentations for sharing information with model users and model risk control functions. Collaborate with IT teams to Implement the risk models with advanced statistical methods in cloud-based platforms.

Job requirements: Master degree in Mathematics, Physics, Statistics or related quantitative fields with 2 years of related experience. Prior experience to include: quantitative analysis and modeling, deep quantitative knowledge including, Stochastic process and partial differential equations; Probability space and distributions; Data Science and Machine learning; Financial risk framework and measures; analytical and modeling tools including R or Python; SQL. Domestic travel: 5% of time.

LOCATION: Tampa, FL

APPLY: Please e-mail resume with cover letter to DTCC at [email protected], reference Job Code 6883929 / Senior Quantitative Risk Analyst (Senior Associate) / Tampa, Florida