Security Modeling, Analyst

Job Description

About this role

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. We are also huge nerds.

What You Will Be Doing

• Model Governance: Work on governance projects such as model validation, performance monitoring and model surveillance for the risk-neutral valuation of the interest rate, inflation, FX, equity, and credit derivatives.
• Maintain and enhance existing interest rate, inflation, FX, synthetic credit and equity derivatives models.
• Analytical Support: Interact with both BlackRock and Aladdin client portfolio managers, traders and risk managers.
• 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 (in Java, C#, Python etc.) 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.
• Prior experience in model governance is a plus.

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.

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 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.