Sr. Software Engineer (quant Dev) (hybrid)

Broadridge

Base: $100,000 - $150,000 cad; bonus/equity: eligi...
Hybrid
5-10 years quantitative development experience
Strong programming skills in python or c#
Solid foundation in financial mathematics and statistics
The role involves designing and coding financial models for Broadridge's Portfolio Risk and Valuation Modeling products serving hedge fund clients

Job Summary

  • The role involves designing and coding financial models for Broadridge's Portfolio Risk and Valuation Modeling products serving hedge fund clients.
  • Candidates must have 5-10 years of development experience in C# or Python with a strong background in financial engineering.
  • The position offers a competitive salary range of $100,000 - $150,000 CAD along with medical insurance starting immediately upon hire.

Matching Summary

The role involves designing and coding financial models for Broadridge's Portfolio Risk and Valuation Modeling products serving hedge fund clients.

Salary

Base: $100,000 - $150,000 CAD; Bonus/Equity: Eligible for discretionary bonuses/incentives and restricted stock units; Benefits: Medical, dental, life, vision, RRSP match, paid parental leave

Skills & Requirements

Must-have

  • 5-10 years quantitative development experience
  • Strong programming skills in Python or C#
  • Solid foundation in financial mathematics and statistics
  • Experience with derivatives pricing and valuation models
  • Ability to work with large data sets

Nice-to-have

  • Familiarity with Numerix, QuantLib, or FINCAD libraries
  • Excellent analytical and communication skills
  • Collaborative mindset in a fast-paced environment
  • Experience integrating third-party financial models

Key Requirements

  • Bachelor's degree or equivalent
  • 5-10 years of development experience
  • Financial industry experience required
  • Knowledge of derivatives modeling concepts

Work Rights

Not specified

Tailored Resume

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