Risk Implementation Consultant

Overview

Broadridge Asset Management Solutions (BAMS) is seeking a Risk Implementation Consultant to support the expanding client adoption of Risk and Modelling functionality within the BAMS suite. You will provide guidance on model usage and configuration across asset classes and drive the implementation of risk management functions including stress testing and Value-at-Risk. This is a client-facing role where you will develop partnerships, understand client needs, and advocate for their success within the organization.

Responsibilities

• Work with clients analyzing and implementing their risk requirements (e.g., model selection, scenario design, risk views) and streamlining their workflow.
• Translate business requirements into technical documentation.
• Collaborate with risk management product team and provide client and market-driven input to the risk product roadmap.
• Be comfortable working with traders and quants in demanding environments on model validation projects.
• Work with the Product Management team in building custom solutions for risk and valuation modelling projects.
• Serve as the primary technical advisor for clients, acting as a subject matter expert and ensuring they gain maximum value from Broadridge's front office solutions.
• Oversee timelines and deliverables, providing transparent milestone updates and proactively addressing risks or potential roadblocks.
• Perform hands-on system configuration, customizing workflows, parameters, and platform features to align solutions with client requirements and accelerate adoption.
• Provide level 2 support for clients in risk modelling and pricing valuation.
• Deliver training sessions on system functionality for client users, while facilitating user acceptance testing (UAT) to ensure smooth deployment and alignment with client expectations.
• Work with internal teams to identify areas for process improvement.

Required knowledge and skills

• An advanced degree in a quantitative discipline (mathematics, statistics, financial engineering, etc.)
• 2-5 years of experience in financial market modelling or risk management (will consider more experienced candidates)
• Solid valuation knowledge of various instrument types including equity derivatives, credit derivatives, rates, and fixed-income products.
• In-depth knowledge of valuation models and portfolio risk strategies.

Additional desirable knowledge and skills

• Familiarity with popular model libraries such as Numerix, FinCad, QuantLib
• Working knowledge of popular trading risk systems such as Imagine, Front Arena, RiskMetrics, Calypso, Murex
• Working knowledge of trading strategies, accounting, and portfolio management principles
• Familiarity with various types and sources of market data
• Financial Risk Management Certification or CFA