Quantitative Modeler, Associate - QMR
External
Blackrock · New York, NYPrepare for this interview
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Responsibilities
- Quant library development: Implement your models into a production quality code within our quant library.
- Analytical Suppor t: Participate in internal and external client calls and on-site visits in support of the Aladdin business. Address complex analytics queries.
- Thought Leadership: Keep abreast of contemporary trends in quantitative finance, capital markets and regulation. Bring the latest techniques to bear on the problems we face in our day-to-day work.
- What We Look For
- A Degree in a Quantitative Field: An advanced degree in a quantitative field such as Mathematics, Engineering, Physics, or similar is required.
- A strong interest in finance coupled with strength in mathematics is expected.
- Ability to write robust and efficient code implementing the models. We build analytics using C++; however, expertise in using a different object-oriented language and writing performant code may be sufficient.
- Comfort with solving hard analytical problems and dealing with ambiguity
- Excellent communication skills are required. You will be expected to explain complex concepts to non-technical people in simple, intuitive terms.
Benefits
Additional Information
About this role Quantitative Modeling and Research (QMR) is an innovative team within Single Security Modeling (SSM) 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 $11T 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 writing high quality code. Collaborative environment: We have a lot of smart people on the team. Working here is a great chance to both learn and to teach others.
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