Quantitative Modeler, Associate Securitized Products Modeling Team
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Job Location:
New York City, NY - USA
Monthly Salary:
$ 137500 - 170000
Posted on:
5 hours ago
Vacancies:
1 Vacancy
Job Summary
About this role
We are seeking an Associate Quantitative Modeler to join the team within Aladdin Financial Engineering (AFE)-Single Security. The team is responsible for the development enhancement and governance ofmodelsandanalytics across a broad range of securitized products includingAgency MBSNonAgency RMBS CRT MSR CMBS/CRE ABS/ABF and CLOs delivered on the Aladdin platform to internal portfolio teams and external clients.
This role isidealfor a technically strong quantitative professional who enjoysresearchandbuilding models working with large datasets and partnering closely with investment risk technology and client teams to deliverhighqualityanalytics atscale.
Key Responsibilities
Developenhance andmaintainsecuritizedproductsmodels using econometric andmachinelearning/AItechniques.
Collaborate with Data Technology Portfolio Management Client and Risk teams to ensure analytics meet business and client needs.
Clearly communicate modeling frameworks assumptions and results to both technical and nontechnical audiences; support client discussions by explaining complex analytics and modeling concepts in a clear intuitive and practical manner.
Perform rigorousvalidation ofmodel inputs and outputs across development implementation and production environments.
Play a key role in model risk management controls and regulatory compliance; own model performance monitoring frameworks and engage with governance forums.
Identifyopportunities to automate streamline and scale analytical and reporting processes across the modeling platform enhancing monitoring and reporting workflows through the creative design of tools and applications including modernAIenabledtechnologies.
Qualifications
3-4 years of hands-on experience inquantitativemodel developmentand implementation.
Strong quantitative backgroundwith a degree inComputer ScienceEngineering Mathematics StatisticsEconomicsora related field.
Proficient programming skills in PythonR(or equivalent); C familiarity is a plus.
Strong communicationskills and ability to explain complex analytics clearly.
Experience with large datasetsproductionlevel analytics or financial modeling platformsis a plus.
Knowledge of securitized products is a plus but not.
Our benefits
To help you stay energized engaged and inspired we offer a wide range of benefits including a strong retirement plan tuition reimbursement comprehensive healthcare support for working parents 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 workplace. We are committed to equal employment opportunity to all applicants and existing employees and we evaluate qualified applicants without regard to race creed color national origin sex (including pregnancy and gender identity/expression) sexual orientation age ancestry physical or mental disability marital status political affiliation religion citizenship status genetic information veteran status or any other basis protected under applicable federal state or local law.View theEEOCs Know Your Rights poster and its supplementand thepay transparency statement.
BlackRock is committed to full inclusion of all qualified individuals and to providing reasonable accommodations or job modifications for individuals with disabilities. If reasonable accommodation/adjustments are needed throughout the employment process please email . All requests are treated in line with our.
BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law including any applicable fair chance 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.
