Python Financial Model Engineer, Associate

About Quantitative Analytics Engineering

BlackRock is one of the world’s preeminent asset management firms and an outstanding provider of global investment management, risk management, and advisory services to institutional, intermediary and individual investors around the world. Besides offering a range of investment solutions — from fundamental and quantitative active management approaches to highly efficient indexing strategies – BlackRock also provides direct access to its market leading analytic models by onboarding clients to its Aladdin Platform, an end-to-end portfolio management software solution.

The Investments and Trading Engineering (ITE) team builds and delivers Aladdin's industry-leading risk management, portfolio management, compliance and trading capabilities. Within ITE, Quantitative Analytics Engineering (QAE) is a global team of quantitative developers responsible for the implementation of security valuation, portfolio risk, liquidity and performance attribution models. BlackRock Portfolio managers and external Aladdin clients such as pension funds and insurance companies rely on models maintained by QAE to identify investment opportunities, build portfolios and manage risk.

What will yoube doing?

Our diverse and distributed teamhasa keen interest and expertise in all things related to technology and financial analytics.We provide the technology platform that enables research, implementation, delivery and execution of financial risk models to our internal partners and external clients, and their integration with Aladdin.

We arelooking foraself-motivatedsoftwareengineer toonboard modelstosaidplatform.Collaborate withmodellerson theimplementationanddeployment offinancial risk models.Understand client requirements and translate them into software engineering tasks.

Our team:

• Is passionate about technology and solving complex problems.

• Developsin Python, working with technologies like Pandas, Apache Arrow, Snowflake, Prefect, Docker, and Azure DevOps.

• Consistsof technologiststhat unlock constant innovation.

• Constantly challengesthe technology status quo and looksfor ways to improve the platform.

Key Responsibilities

We expect the role to involve the following core responsibilities and would expect a successful candidate to be able to demonstrateskills or experience withthe following (not in order of priority):

• Quickly learn the platform and act as a subject matter experttowards modelling teamsand product analysts.

• Work with modellersand product analyststo understand the business and their requirements. Helpimplementthoseon our platformusingengineeringbestpractices.

• Facilitatetechnicaldesignand codereview sessions to ensure software meets functional and compatibility requirements, as well as high quality standards.

• Stay abreast of the latest developments in machine learning, quantitative finance, and technology to incorporate innovative solutions into our platform.

• Enhance the performance of existing models, ensuring they operate efficiently at scale.

• Implementation and maintenance of a standard data / technology deployment workflow to ensure that alldeliverables/enhancementsare delivered in a disciplined and robustmanner.

• Ensure operational readiness of the product and meet customer commitments with regards to incident SLAs.

Skillset

• Strong experience(3+ years)inPythoniscrucial

• Bachelor’s (BSc) or higher degree in Computer Science or related field

• Experience with Pandas, Apache Arrow, Snowflake,(Prefectis a plus)

• Good understanding of Object-Oriented Design principles

• Fluency with AI coding toolsand the use of LLM in everyday development

• Good understanding of fundamental Algorithms and Data Structures

• Knowledge ofAzure DevOps andgit, CI/CD

• Good understanding of unit tests, integration and regression tests,and their importance

• Anaptitude fordesigning data modelsandpipelinesis a plus

• Ability to understand advanced mathematical and statistical methods and concepts

• Fluency in reading, writing and speaking English

Personal Qualities

• Team player

• Problem-solving skills

• Critical and analytical thinking

• Technical curiosity

• Adaptable