Quantitative Modeler, Associate
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Job Summary
About this role
Quantitative Modeling and Research (QMR)is an innovative team withinSingleSecurity Pricing (SSP)area. We specialize in crafting sophisticated risk and valuation models that span a diverse range of products including interest rates FX inflation equity and credit. Our mission goes beyond traditional quantitative models; we are at the forefront of exploring novel modeling techniques such as neural networks to tackle complex problems in quantitative finance.
What makes working on the team both challenging and rewarding:
Focus on business: We do not solve the math problem we solve the business problem!
Breadth of product coverage:We support both BlackRock with over $13T AUM and Aladdin clients with trillions more. This is a tremendous breadth of products we need to cover.
Excellence in modeling and coding:We pride ourselves both on building great models and writinghigh qualitycode.
Collaborative environment:We have a lot of smart people on the team. Working here is a great chance to both learn andto teachothers.
Job Responsibilities
Design build andmaintainlargescaleC analytics libraries with a strong emphasis on performance correctness extensibility andlongtermmaintainability in a production environmentoperatingat massive scale.
Lead the design of modern frameworks and abstractions for quantitative modelsmaintaininga pragmatic engineering mindset grounded inrealworldbusiness needs.
Champion modern C practices tooling and workflows including testing strategies performance profiling CI/CD integration and responsible use of emergingAIassisteddevelopment tools.
Leverage modern hardware and parallel computing techniques to deliver analytics efficiently at scale whilemaintainingclarity and discipline in the codebase.
Collaborate closely with quantitative researchers engineers and business partners across Aladdin.
Qualifications
A graduate degree in a quantitative field such as Math CS Engineering or Physics is. An advanced degree is a plusbutunderstandingmodeling is more important than formal qualifications.
Understanding of Fixed Income valuation and modelling concepts including but not limited to yield curve contraction techniques risk-neutral pricing framework and routes to calibrate the stochastic models.
Coding is at the heart of everything we do.Expertisein C is needed.
An Analytical Frame of Mind:keeninterest in solving analytical problems is key.
Excellent Communication Skills: you will be interacting with other teams in the firm. The ability to explain your research and results to your non-technical counterparts in terms that they can follow is important.
Our benefits
To help you stay energized engaged and inspired we offer a wide range of employee benefits including: retirement investment and tools designed to help you in building a sound financial future; access to education reimbursement; comprehensive resources to support your physical health and emotional well-being; family support programs; and Flexible Time Off (FTO) so you can relax recharge and be there for the people you care about.
Our hybrid work model
BlackRocks hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person aligned with our commitment to performance and innovation. As a new joiner you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.
Guidance on AI use for candidates
At BlackRock AI has long been part of how we work enhancing decision-making improving operations and helping us deliver better outcomes for clients. We encourage candidates to use AI thoughtfully to learn prepare and work more effectively; but during our interview process we want to focus on getting to know you through your own experiences thinking and judgment. To support you weve provided guidanceon when and how to use AI during our hiring process so you can approach each step with confidence and showcase your best self.
About BlackRock
At BlackRock we are all connected by one mission: to help more and more people experience financial well-being. Our clients and the people they serve are saving for retirement paying for their childrens educations buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.
This mission would not be possible without our smartest investment the one we make in our employees. Its why were dedicated to creating an environment where our colleagues feel welcomed valued and supported with networks benefits and development opportunities to help them thrive.
To learn more about BlackRock please visit . We also encourage you to get to know us on LinkedIn Instagram YouTube X and TikTok.
BlackRock is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age disability race religion sex sexual orientation and other protected characteristics at law.
Required Experience:
IC
About Company
BlackRock is one of the world’s preeminent asset management firms and a premier provider of investment management. Find out more information here.
