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 partner with the Product Management team to build custom solutions for risk and valuation modeling projects while sitting on the Risk Development Panel.
Broadridge fosters a collaborative culture where associates are empowered to be authentic and bring their best to work in a hybrid New York City office setting.
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
Base: $90,000 - $115,000; Bonus: Eligible; Benefits: Comprehensive offerings available at broadridgebenefits.com
Skills & Requirements
Must-have
Bachelor's degree in quantitative discipline
2-4 years financial market modeling experience
Valuation knowledge of equity derivatives
In-depth valuation models and portfolio risk strategies
Nice-to-have
Familiarity with Numerix or FinCad libraries
Knowledge of Imagine or Front Arena systems
Experience with Bloomberg or MarkIt data sources
Ability to work in high-pressure environments
Key Requirements
Bachelors degree in quantitative discipline
2-4 years experience in financial market modeling
Solid valuation knowledge of fixed income products