Associate, Financial Modelling (New York)
Data Analytics & Modelling NYNew York, , Requisition #: R192371
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
- 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.
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, disability, veteran status, and other statuses protected by law.
BlackRock helps investors build better financial futures. As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals. As of March 31, 2019, the firm managed approximately $6.52 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit @blackrock | Blog: 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.
At BlackRock, we work together with pride and passion to help millions of investors around the world build better financial futures.