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