Quantitative Modeler, Director
About The Position
About the Team Quantitative Modeling and Research (QMR) is an innovative team within Single Security Modeling, responsible for developing sophisticated risk and valuation models across a wide range of asset classes, including Interest Rates, FX, Inflation, Equity, and Credit. The team supports both BlackRock investment businesses and external Aladdin clients, delivering analytics that are used at scale across portfolios representing trillions of dollars in assets. The group’s work extends beyond traditional quantitative approaches. QMR actively explores and applies advanced modeling techniques, including machine learning and neural networks, to address complex problems in quantitative finance while maintaining strong engineering and production standards.
Requirements
- PhD in a quantitative discipline such as mathematics, physics, engineering, or a related field.
- Significant industry experience in Derivatives Modeling
- Strong practical expertise in Rates and Derivatives, including experience building models deployed in production environments.
- Solid understanding of the mathematical foundations underlying quantitative models.
- Experience working with quantitative modeling infrastructure and analytics platforms.
- Strong communication skills with the ability to engage effectively with both technical and non‑technical stakeholders.
- Demonstrated ability to lead and develop junior quantitative professionals.
Responsibilities
- Build and enhance analytics across the full spectrum of products supported by the team, including Rates, FX, Inflation, and Equity derivatives; expand model coverage to address evolving client needs.
- Design, write, and maintain high‑quality code to develop and extend core analytics libraries.
- Support the Aladdin business through participation in internal and external client calls and on‑site visits; address complex analytics and modeling queries.
- Stay current on trends in quantitative finance, capital markets, and relevant regulatory developments.
- Lead and mentor teams of junior quants on larger cross‑functional initiatives.
Benefits
- employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits.
- strong retirement plan
- tuition reimbursement
- comprehensive healthcare
- support for working parents
- Flexible Time Off (FTO)
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What This Job Offers
Job Type
Full-time
Career Level
Director
Education Level
Ph.D. or professional degree
