Performance & Attribution , Quantitative Modeler, Vice President
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Posted on:
4 days ago
Vacancies:
1 Vacancy
Job Summary
About this role
About Aladdin Financial Engineering (AFE):
Join a diverse and collaborative team of over 400 modelers and technologists in Aladdin Financial Engineering (AFE) the business responsible for the research and development of Aladdins financial models. This group is also accountable for analytics production enhancing the infrastructure platform and delivering analytics content to portfolio and risk management professionals (both within BlackRock and across the Aladdin client community). The models developed and supported by AFE span a wide array of financial products covering equities fixed income commodities derivatives and private markets. AFEprovidesinvestment insights that range from an analysis of cash flows on a single bond to the overall financial risk associated with an entire portfolio balance sheet or enterprise.
Role Description:
The Modelling Research team in AFE is looking for a performance attributionmodeller to join theBudapestteam to contribute to the modelling and development effort in building andmaintainingof Aladdinperformance attributionmodels.The new member shouldhelptosupport theincreasing demand for Aladdins performance measurement and performance attribution capabilitiesmainly focusingonenhancingcapabilities for privatemarketanalytics multi-asset portfoliomodelingand improve attribution accuracy for illiquid assets.Portfolio performance evaluation involves performance measurement performanceattributionand performance attribution plays a key role in the investment process both as a feedback loop in the investment process as well as providing a means of articulating the implication of investment decisions to clients
This teamis responsible forthe design and support of performance attribution models including documentation testing performancemonitoringand other model governance exercisesworking closely withcolleagues inproduct analyticsengineers productmanagersand will also work with clients and relationship managers to ensure that clients are getting the most out of Aladdins performancecapabilitiesand that client feedback is addressed appropriately.
We offer a dynamic team-oriented environment with tremendous learning and growth potential.
KeyResponsibilities:
The candidate will be performing duties related to all aspects ofperformance attributionmodel development:
Researching designingnewperformance attributionmodels
Collaborating with software developers to test and release new models into production
Supporting existingperformance attributionmodels in production; developing and improving model quality control and modelperformance monitoring;maintainingand extending research framework
Investigating and resolving client queries relating to modelmethodologyand functionality
Key Skills & Qualifications
Graduate degree in a technical field (Maths Statistics Computer Science and/or EngineeringFinanceEconometrics Physics)
Postgraduate degree in a technical field is a plus
6 years relevant working experience
Knowledge of Private Markets and PerformanceAttributionmodelling
Strong programming skills and experience using Python to conduct statistical/econometric analyses
Knowledge in Unix/Linux Git is a plus
Strong knowledge of financial mathematical and statistical theory
Strong oral and written (English language) communication skills that enable complex ideas to be readily understood by team members and clients
Enthusiasm flexibility and maturity to adapt to the needs of a dynamic group and deliver within stricttime frame
Good timemanagement skills including the ability to handle multiple projects
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.
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.
For additional information on BlackRock please visit @blackrock Twitter: @blackrock LinkedIn: 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:
Exec
Key Skills
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.
