About this opportunity
The Depository Trust & Clearing Corporation (DTCC) lists this Senior Quantitative Software Engineer opportunity in jersey city, New Jersey. Review the employer’s description below for duties, qualifications and application requirements.
Job description
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 Information Technology group delivers secure, reliable technology solutions that enable DTCC to be the trusted infrastructure of the global capital markets. The team delivers high-quality information through activities that include development of essential, building infrastructure capabilities to meet client needs and implementing data standards and governance.
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
As a Quantitative Software Engineer, you will play a key role in designing and delivering production‑grade Python solutions that support critical quantitative risk initiatives, that strengthen the Financial Risk Management posture of DTCC.
This role sits at the intersection of software engineering, data engineering, and applied statistics, translating complex mathematical and statistical models into scalable, maintainable systems used in real‑world financial decision‑making. You will work closely with a globally distributed quantitative risk team, contributing solutions that are reliable, performant, and production‑ready.
Your Primary Responsibilities
Implement and productionize quantitative, statistical, and mathematical models using Python
Engineer and maintain scalable solutions that run reliably in production environments
Support quantitative risk model implementations to support the Financial Risk Management department
Design, build, and maintain data pipelines leveraging Python, Snowflake, and relational databases
Translate existing analytical, statistical, or theoretical models into clean, maintainable Python code
Own solutions end‑to‑end, from model implementation through deployment, monitoring, and production support
Collaborate closely with quantitative analysts, risk partners, and global stakeholders
Provide L3 production support on an as‑needed basis via PagerDuty (issue‑based coverage; no fixed on‑call rotation)
Contribute within an Agile development environment, following strong engineering and control practices
Ensure solutions meet standards for performance, reliability, documentation, and operational controls
Qualifications
Bachelor’s degree preferred or equivalent practical experience
Minimum of 6 years of related experience
Talent Needed for Success
Strong experience in Python software development for analytical model implementation, building production‑grade code (beyond scripting or notebooks)
Hands‑on experience working with quantitative, statistical, or mathematical models
Experience with Snowflake or similar cloud‑based data platforms
Solid foundation in statistics, data analysis, or quantitative concepts
Background in financial services, risk management, capital markets, or related domains
Experience working within an Agile delivery model
Strong communication skills and ability to collaborate across global teams
Experience supporting production systems, including L3 support when required
Nice to Have Skills
Experience implementing or productionizing risk, capital, or liquidity models
Exposure to AI / machine learning concepts (baseline understanding; this is not a data scientist or research role)
Prior experience supporting quantitative risk management teams
Experience converting academic or theoretical models into reliable production software
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.
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.
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Worksite address
jersey city, NJ, 07390, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.