Sr. Quantitative Developer

Broadridge • Stockholm, ME

64d • Hybrid

About The Position

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. We are seeking a knowledgeable and experienced Senior Quantitative Developer to join our team in Stockholm. This role necessitates extensive expertise in fixed income instruments pricing and risk management. You will play a pivotal role in shaping our solutions and ensuring we remain at the forefront of the financial technology landscape.

Requirements

• Proficiency in C++ (including STL, C++17) with the ability to write clean and efficient code.
• Extensive experience in theoretical pricing and risk management of fixed income instruments and their derivatives.
• At least 6 years of relevant software development experience.

Nice To Haves

• Some knowledge of C# and/or Python.
• Fluency with git, bash, make, latex, Jupyter.
• Advanced Linux/Unix experience as a user or administrator.
• Some user experience with Atlassian Jira.
• Any experience with TBricks app development.

Responsibilities

• Analyze existing and potential functional gaps to ensure continuous theoretical pricing of fixed income instruments.
• Design, develop, and maintain theoretical models and any additional tools required for pricing and risk management of fixed income instruments and derivatives.
• Communicate clearly the chosen design and underlying rationale to stakeholders.
• Collaborate closely with stakeholders to understand business needs and deliver tailored solutions.

What This Job Offers

• Career Level: Senior
• Industry: Computing Infrastructure Providers, Data Processing, Web Hosting, and Related Services
• Number of Employees: 5,001-10,000 employees