Broadridge-posted 19 days ago
$100,000 - $115,000/Yr
Full-time • Mid Level
Hybrid • New York, NY
5,001-10,000 employees
Computing Infrastructure Providers, Data Processing, Web Hosting, and Related Services

At Broadridge, we've built a culture where the highest goal is to empower others to accomplish more. If you're passionate about developing your career, while helping others along the way, come join the Broadridge team. Broadridge Asset Management Solutions (BAMS) is seeking a Quantitative Analyst to support the expansion of Risk and Modeling functionality within the BAMS suite. Specifically, the candidate will provide guidance on model validation across a wide range of asset classes and will support the design and implementation of a variety of risk management functions including stress testing and Value-at-Risk. The candidate will support the modeling and risk product strategy, business analysis, development lifecycle, and specifications. We are made up of high-performing teams that meet in person to learn and collaborate as needed. This role is considered hybrid, which means you'll be assigned to our New York City office and given the flexibility to work remotely.

  • You will work with clients analyzing and implementing their risk requirements (e.g. model selection, scenario design, risk views) and streamlining their workflow
  • You'll work with the Product Management team in building custom solutions for risk and valuation modeling projects
  • You will sit on the Risk Development Panel to prioritize and champion product development and improvement
  • You will provide level 2 support for clients in risk modeling and pricing valuation
  • You should be comfortable working with traders and quants in demanding environment on model validation projects
  • Partners with Marketing to introduce and market new products by developing time-integrated plans with sales, advertising, and production
  • Bring new products to market by analyzing proposed product requirements and product development programs; preparing return-on-investment analyses
  • Establish and mantain project timeline for development and service delivery groups
  • Bachelors degree in a quantitative discipline
  • 3-4 years of experience of financial market modeling or risk management
  • Solid valuation knowledge of various instrument types including equity derivatives, credit derivatives, rates and fixed income products
  • In-depth knowledge of valuation models and portfolio risk strategies
  • Self-starter who can work in a dynamic, quickly changing, and high pressure environment
  • Familiarity with popular model libraries such as Numerix, FinCad, Monis
  • Attested knowledge of popular trading risk systems such as Imagine, Front Arena, RiskMetrics, Calypso, Murex
  • Working knowledge of trading strategies, accounting and portfolio management principles
  • You should have a familiarity with various types and sources of market data such as Bloomberg, SuperDerivatives, MarkIt
  • Please visit www.broadridgebenefits.com for information on our comprehensive benefit offerings.
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