Security Modeling C++ Developer - Associate

About this role Quantitative Modeling and Research (QMR)  is an innovative team within  Single Security Pricing (SSP)  area. We specialize in crafting sophisticated risk and valuation models that span a diverse range of products, including interest rates, FX, inflation, equity, and credit. Our mission goes beyond traditional quantitative models; we are at the forefront of exploring novel modeling techniques, such as neural networks, to tackle complex problems in quantitative finance. What makes working on the team both challenging and rewarding : Focus on business : We do not solve the math problem – we solve the business problem! Breadth of product coverage:  We support both BlackRock with over $14T AUM and Aladdin clients with trillions more. This is a tremendous breadth of products we need to cover. Excellence in modeling and coding:  We pride ourselves both on building great models and writing high quality code. Collaborative environment:  We have a lot of smart people on the team. Working here is a great chance to both learn and to teach others. Job Responsibilities Design, build, and maintain large‑scale C analytics libraries with a strong emphasis on performance, correctness, extensibility, and long‑term maintainability in a production environment operating at massive scale. Lead the design of modern frameworks and abstractions for quantitative models, maintaining a pragmatic engineering mindset grounded in real‑world business needs. Champion modern C practices, tooling, and workflows, including testing strategies, performance profiling, CI/CD integration, and responsible use of emerging AI‑assisted development tools. Leverage modern hardware and parallel computing techniques to deliver analytics efficiently at scale while maintaining clarity and discipline in the codebase. Collaborate closely with quantitative researchers, engineers, and business partners across Aladdin. Qualifications An undergraduate degree in a quantitative field such as Math, CS, Engineering or Physics is required. An advanced degree is a plus, but understanding modeling is more important than formal qualifications. Understanding of Fixed Income valuation and modelling concepts including but not limited to yield curve contraction techniques, risk-neutral pricing framework, and routes to calibrate the stochastic models. Coding is at the heart of everything we do. Expertise in C is needed. An Analytical Frame of Mind: keen interest in solving analytical problems is key. Excellent Communication Skills: you will be interacting with other teams in the firm. The ability to explain your research and results to your non-technical counterparts in terms that they can follow is important. 
For New York, NY Only the salary range for this position is USD$137,500.00 - USD$170,000.00 . Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.
 Our benefits To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about. Our hybrid work model BlackRock’s hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – ... (truncated, view full listing at source)