Senior Quantitative Researcher - Fixed Income; Director

Position: Senior Quantitative Researcher - Fixed Income (Director)
Are you ready to make an impact at DTCC?
Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We are committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world that we serve.

The Chief Client Office (CCO) is focused on providing a consistent Client Experience across all business lines and geographies, enabling enhanced Client Satisfaction, Revenue Growth and Business Line Success. The CCO function includes Sales, Partners, Relationship Management, Integration, Marketing & Communications and Sales Analytics & Operations.

Pay and Benefits:

Competitive compensation, including base pay and annual incentive

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 flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays and a third day unique to each team or employee).The Impact you will have in this role:
The Director, Fixed Income Quantitative Research Analyst is a senior individual contributor and technical leader responsible for the development, validation, and deployment of quantitative models, analytics, and insights across fixed income markets. This role focuses on rates, credit, and structured products, leveraging market, reference, fundamental, and transactional data to generate actionable research for risk management, pricing, valuation, liquidity analysis, and market structure insights.
Your

Primary Responsibilities:

Quantitative Research & Model Development 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

Data & Analytics Engineering Work with large-scale market, reference, and transactional datasets, including yield curves, evaluated pricing, trade data, and reference data Define data requirements, validation rules, and analytical methodologies to ensure robustness and reproducibility of research outputs

Production & Delivery Translate research prototypes into production-ready analytical assets, including models, signals, and benchmarks

Partner with technology teams to operationalize models and analytics into platforms used for risk, surveillance, or market transparency

Leadership & Collaboration Act as a subject matter expert in fixed income quantitative analytics, providing guidance to junior researchers and cross-functional partners such as product managers, product owners and engineering

Communicate research findings and model behavior clearly to technical and non-technical stakeholders
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* NOTE:

The Primary Responsibilities of this role are not limited to the details above.
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* 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…