What We Are Looking For:
We are seeking a knowledgeable and experienced Senior Quantitative Developer to join our team in Stockholm. This role necessitates extensive expertise in fixed income instruments pricing and risk management. You will play a pivotal role in shaping our solutions and ensuring we remain at the forefront of the financial technology landscape.
Responsibilities:
- Analyze existing and potential functional gaps to ensure continuous theoretical pricing of fixed income instruments.
- Design, develop, and maintain theoretical models and any additional tools required for pricing and risk management of fixed income instruments and derivatives.
- Communicate clearly the chosen design and underlying rationale to stakeholders.
- Collaborate closely with stakeholders to understand business needs and deliver tailored solutions.
Profile Needed:
Mandatory:
- Proficiency in C++ (including STL, C++17) with the ability to write clean and efficient code.
- Extensive experience in theoretical pricing and risk management of fixed income instruments and their derivatives.
- At least 5 years of relevant software development experience.
Beneficial:
- Some knowledge of C# and/or Python.
- Fluency with git, bash, make, latex, Jupyter.
- Advanced Linux/Unix experience as a user or administrator.
- Some user experience with Atlassian Jira.
- Any experience with TBricks app development.
Hybrid Flexible at Broadridge
We are made up of high-performing teams that meet in person to learn and collaborate as needed. This role is considered hybrid, which means you’ll be assigned to a Broadridge office and given the flexibility to work remotely.
#LI-Hybrid
Broadridge
A culture where the highest goal is to empower others to accomplish more.
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