Quantitative Modeler, Associate - QMR
Core
Develop and enhance quantitative financial models for interest rates, FX, inflation, equity, and credit products to solve business problems for BlackRock and Aladdin clients.
Role type
Associate Quantitative Modeler
Builds
Production quality quantitative models and analytics libraries
Domain
Quantitative Finance / Capital Markets
Deliverable
production ML models | product features
Required skills
Advanced mathematics, C++ programming, object-oriented programming, building financial curves, bond analytics, derivative modeling
Preferred skills
Neural networks, novel modeling techniques, solving complex analytical problems
Technologies
C++, Quant libraries
Responsibilities
Develop and enhance quantitative financial models across the team's remit, implement models into production quality code, support client calls and on-site visits with complex analytics queries, stay abreast of trends in quantitative finance and regulation
Seniority
Associate, hands-on IC