Job DescriptionThe 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
**NOTE: The Primary Responsibilities of this role are not limited to the details above. **
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) Experience with production analytics, model validation, or regulatory-facing quantitative frameworks
- (Preferred) Familiarity with large-scale data platforms and cloud-based analytical environments
The salary range is indicative for roles at the same level within DTCC across all US locations. Actual salary is determined based on the role, location, individual experience, skills, and other considerations.
About the TeamThe 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.
