Security Modeling Quant Developer - Associate
BlackRock is an investment management company dedicated to helping people achieve financial well-being. The Security Modeling Quant Developer will develop and enhance quantitative financial models, implement models into production quality code, and provide analytical support for internal and external clients.
Responsibilities
- Develop and enhance quantitative financial models across the entire spectrum of our team’s remit
- Apply advanced mathematical techniques to real world financial problems
- Examples include interest rate modeling, building curves, developing bond analytics, expanding coverage to new derivative types etc
- Implement your models into a production quality code within our quant library
- Participate in internal and external client calls and on-site visits in support of the Aladdin business
- Address complex analytics queries
- 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
Skills
- 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
- Annual discretionary bonus
- Healthcare
- Leave benefits
- Retirement benefits
- Strong retirement plan
- Tuition reimbursement
- Comprehensive healthcare
- Support for working parents
- Flexible Time Off (FTO)
Company Overview
Company H1B Sponsorship