Director of Fixed Income Quantitative Research & Analytics

The Depository Trust & Clearing Corporation (DTCC); Jersey City (NJ); Hybrid; USD 180,000 - 260,000; Full time

Benefits offered by this job

Competitive compensation

Health and life insurance

Pension / Retirement benefits

Paid Time Off and family care

Hybrid work model

Job summary

The Depository Trust & Clearing Corporation (DTCC) seeks a Director, Fixed Income Quantitative Research Analyst to lead development, validation, and deployment of models, analytics, and insights across rates, credit, and structured products.

You will transform research into production assets and collaborate with product, analytics, and engineering teams to support risk management, pricing, and market transparency.

Qualifications

• Advanced degree in Quantitative Finance, Mathematics, Statistics, Economics, Engineering, or related field.
• Typically 6–8+ years of experience in fixed income quantitative research, analytics, or model development.
• Strong programming skills in Python and SQL; experience with statistical and numerical methods.
• Deep understanding of fixed income markets, instruments, conventions, pricing, and risk metrics.
• Preferred: production analytics, model validation, or regulatory-facing quantitative frameworks.
• Preferred: familiarity with large-scale data platforms and cloud-based analytical environments.

Responsibilities

• Design, develop, and maintain quantitative models for fixed income instruments, including government bonds, credit products, and derivatives.
• Conduct empirical research on pricing, valuation, liquidity, volatility, curve dynamics, and market microstructure.
• Develop factor models, relative value frameworks, and risk analytics relevant to fixed income portfolios and market participants.
• Work with large-scale market, reference, and transactional datasets; define data requirements and validation rules.
• Translate research prototypes into production-ready analytics assets; partner with technology teams to operationalize models and analytics.

Skills

Python

SQL

Quantitative analysis

Fixed income knowledge

Education

Advanced degree in Quantitative Finance/Math/Statistics/Economics/Engineering

Tools

Production analytics

Job description

The Depository Trust & Clearing Corporation (DTCC) seeks a Director, Fixed Income Quantitative Research Analyst to lead development, validation, and deployment of models, analytics, and insights across rates, credit, and structured products.

You will transform research into production assets and collaborate with product, analytics, and engineering teams to support risk management, pricing, and market transparency.