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) within BlackRock Solutions, the business responsible for the research and development of Aladdin’s 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. AFE provides investment 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 Overview:
Single Security Modeling (SS) is a small, close-knit team in Aladdin Financial Engineering with a collegiate culture that values openness, creativity, and an attention to detail. We are also huge nerds.
We are looking to hire a senior quantitative modeler to join our Single Security Pricing (SSP) team. This team is responsible for building and maintaining risk neutral deterministic and stochastic models that are used for construction of Interest Rate, FX, Inflation curves and volatility surfaces and pricing corresponding instruments.
This individual would have a strong background in rates and derivatives modeling and research, have proven project management skills, experience to work in a team environment, and guiding junior modelers and engineers. This person will be working as an individual contributor as well as leading a small team of junior modelers working on building and validating quantitative models in the rates and derivatives space. The key responsibility is to scope, build, and maintain enhanced performance monitoring for most critical and widely used single security models and address issues when identified. The expectations are that the concentration will eventually be shifting towards modeling and research.
Key Responsibilities
Lead model governance for Aladdin Security Pricing model suite.
Build and maintain model governance controls for the SSP model suite, including (but not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations.
Communicate (verbally and in writing) with internal and external clients on model performance regularly, investigate exceptional model performance, diagnose issues and conduct corrective remediations.
Apply industry expertise and modeling experience to review and drive innovation to improve existing models and modeling infrastructure.
Qualifications
Research/Analytics professional with 10+ years of solid industry experience, and deep knowledge of security pricing models.
Proficiency in IR/FX/Inflation derivatives products.
Ability to communicate quantitative information and collaborate effectively in a team environment.
Experience in leading and growing a team of junior modelers
PhD/master’s degree in Mathematics, Financial Engineering, or other relevant quantitative disciplines.
Solid programming skills in C++, Python and a drive and ability to quickly pick up new technologies.
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
BlackRock’s 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 children’s 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. It’s why we’re 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: www.linkedin.com/company/blackrock
BlackRock is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age, disability, family status, gender identity, race, religion, sex, sexual orientation and other protected attributes at law.
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