quantitative analyst

INOP; London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading company in fintech is seeking a Quantitative Analyst in London. This full-time role focuses on supporting risk and modeling functions across various asset classes. The ideal candidate will have a strong quantitative background and experience in financial market modeling, working closely with clients to deliver effective risk solutions.

Qualifications

• 0-5 years of experience in financial market modeling or risk management.
• Solid valuation knowledge of equity derivatives and fixed-income products.
• Familiarity with popular trading risk systems and market data sources.

Responsibilities

• Analyze and implement client risk requirements.
• Work with Product Management on custom solutions for modeling projects.
• Provide level 2 support for risk modeling and pricing valuation.

Skills

Mathematics

Statistics

Financial Engineering

Valuation Knowledge

Risk Management

Education

Advanced degree in a quantitative discipline

Tools

Numerix

FinCad

QuantLib

Imagine

Front Arena

RiskMetrics

Calypso

Murex

Job description

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Company Description

Broadridge Financial Solutions is a global fintech company that provides critical infrastructure powering investing, corporate governance, and communications for banks, broker-dealers, asset managers, and public companies. Broadridge employs over 14,000 people across 21 countries.

Role Overview

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

Other Information:

The location preference is office-based. This is a full-time position.

* Free services are subject to limitations