Sr. Quantitative Developer

Broadridge•Stockholm, ME

61d•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. We are dedicated to fostering a collaborative, engaging, and inclusive environment and are committed to providing a workplace that empowers associates to be authentic and bring their best to work. We believe that associates do their best when they feel safe, understood, and valued, and we work diligently and collaboratively to ensure Broadridge is a company-and ultimately a community-that recognizes and celebrates everyone's unique perspective. Use of AI in Hiring As part of the recruiting process, Broadridge may use technology, including artificial intelligence (AI)-based tools, to help review and evaluate applications. These tools are used only to support our recruiters and hiring managers, and all employment decisions include human review to ensure fairness, accuracy, and compliance with applicable laws. Please note that honesty and transparency are critical to our hiring process. Any attempt to falsify, misrepresent, or disguise information in an application, resume, assessment, or interview will result in disqualification from consideration.

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.

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