Broadridge Asset Management Solutions (BAMS) is seeking a Quantitative Analyst to support the expansion of Risk and Modeling functionality within the BAMS suite, specifically focusing on model validation, stress testing, and Value-at-Risk.
Requirements
- 1-3 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
- 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
Responsibilities
- 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
Other
- Bachelors degree in a quantitative discipline
- Self-starter who can work in a dynamic, quickly changing, and high pressure environment
- This role is considered hybrid, which means you’ll be assigned to our New York City office and given the flexibility to work remotely.
- We are made up of high-performing teams that meet in person to learn and collaborate as needed.