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About this role
Elevate your career by joining the world’s largest asset manager! Thrive in an environment that fosters positive relationships and recognizes outstanding performance! We know you want to feel valued every single day and be recognized for your contribution. At BlackRock, we strive to empower our employees and effectively engage your involvement in our success.
Business Unit Overview
Come join a diverse and collaborative team of researchers at the Financial Modeling Group (FMG) who are responsible for the research and development of financial models underpinning the risk management and relative value analytics produced at BlackRock. The group also contributes to the infrastructure platform for the production of analytics and the delivery of analytic content to portfolio and risk management professionals both within and outside BlackRock. Given the diversity of business objectives among BlackRock Solutions clients and within BlackRock itself the models developed and supported by FMG span a wide array of financial products, ranging from equity to fixed income to derivatives. In addition, members of FMG seek to provide analysis and insight on many different levels from analysis of the cash flows of a single bond to the overall financial risk associated with an entire portfolio, enterprise or balance sheet.
Who We Are
Single Security Pricing (SSP) is a small, close-knit team with a collegiate culture that values openness, creativity and an attention to detail bordering on the fanatical.
What You Will Be Doing
Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new models and analytics.
Maintain and enhance existing interest rate, inflation, FX, synthetic credit and equity derivatives models.
Model Infrastructure: Design APIs to provide clients with novel ways of leveraging our models. Refactor existing analytical code to make it more modular and scalable.
Analytical Support: Participate in external client calls and on-site visits in support of the BRS business.
Thought Leadership: Keep abreast of recent trends in technology, 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 undergraduate degree is required. An advanced degree is a plus, but mathematical maturity matters far more than formal qualifications.
A Passion for Programming: Programming is at the heart of everything we do. You must enjoy it to succeed on this team.
Exposure to an ‘industrial strength’ Programming Language: While C++ is our language of choice, experience with writing performant code is what we’re really after.
An Analytical Cast of Mind: Whether you have a PhD in Physics or merely read math books for fun (we have both types on the team), a keen interest in solving analytical problems is key.
Excellent Communication Skills: You will be expected to explain complex concepts to non-technical people in simple, intuitive terms.
A Sense of Humor: We don’t take ourselves too seriously, and hopefully neither do you.
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.
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 careers.blackrock.com | www.blackrock.com/corporate | Instagram: @blackrock | Twitter: @blackrock | LinkedIn: www.linkedin.com/company/blackrock
BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, sexual orientation, gender identity, disability, protected veteran status, and other statuses protected by law.
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.