Quantitative Software Engineer contributing to Portfolio Risk and Valuation Modeling products for hedge funds and asset management clients at Broadridge.
Responsibilities
Design and code financial models and financial analytics in accordance with customer and internal requirements.
Integrate third-party models within an existing integration architecture.
Provide support in the development, QA, and production issues.
Requirements
5-10 years of experience in quantitative development
Strong programming skills in Python and/or C#
Solid foundation in financial mathematics and statistics
Familiarity with portfolio risk, derivatives pricing, or valuation models
Comfortable working with large data sets
Writing production-quality code
Collaborating closely with quantitative analysts and senior engineers in a fast-paced environment.
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