The role involves providing guidance on model validation across a wide range of asset classes and supporting risk management functions like stress testing
Job Summary
The role involves providing guidance on model validation across a wide range of asset classes and supporting risk management functions like stress testing.
Candidates will work directly with clients to analyze and implement their specific risk requirements while streamlining their workflows.
Broadridge fosters a collaborative culture dedicated to empowering associates to be authentic and bring their best to work.
Matching Summary
The role involves providing guidance on model validation across a wide range of asset classes and supporting risk management functions like stress testing.
Salary
Not specified; Not specified; Not specified
Skills & Requirements
Must-have
Advanced degree in quantitative discipline
Solid valuation knowledge of derivatives
Experience in financial market modeling
Knowledge of portfolio risk strategies
Nice-to-have
Familiarity with Numerix or FinCad libraries
Working knowledge of trading risk systems
Collaborative and inclusive work environment
Experience supporting sales and marketing initiatives
Key Requirements
0-5 years experience in financial market modeling
Advanced degree in mathematics, statistics, or financial engineering
In-depth knowledge of equity and credit derivatives