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