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, you 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.
In this role, you will support the modeling and risk product strategy, business analysis, development lifecycle, and specifications. You will also be heavily involved with sales, marketing, implementation, and quality assurance initiatives within the context of their subject-matter expertise.

Responsibilities:

• Work with clients analyzing and implementing their risk requirements (e.g. model selection, scenario design, risk views) and streamlining their workflow.
• Work with the Product Management team in building custom solutions for risk and valuation modeling projects.
• Sit on the Risk Development Panel to prioritize and champion product development and enhancement.
• Provide level 2 support for clients in risk modeling and pricing valuation.
• Be comfortable working with traders and quants in demanding environments on model validation projects.

Required knowledge and skills:

• An advanced degree in a quantitative discipline (mathematics, statistics, financial engineering, etc)
• 0-5 years of experience in financial market modeling or risk management (will consider more experienced candidates)
• 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

Additional desirable knowledge and skills:

• Familiarity with popular model libraries such as Numerix, FinCad, QuantLib
• Working knowledge of popular trading risk systems such as Imagine, Front Arena, RiskMetrics, Calypso, Murex
• Working knowledge of trading strategies, accounting, and portfolio management principles
• Familiarity with various types and sources of market data
• Financial Risk Management Certification or CFA

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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

• Work with clients analyzing and implementing their risk requirements (e.g. model selection, scenario design, risk views) and streamlining their workflow.
• Work with the Product Management team in building custom solutions for risk and valuation modeling projects.
• Sit on the Risk Development Panel to prioritize and champion product development and enhancement.
• Provide level 2 support for clients in risk modeling and pricing valuation.
• Be comfortable working with traders and quants in demanding environments on model validation projects