Senior Quant Developer, Director

About this role Quantitative Modeling and Research (QMR) is a core team within the Single Security Modeling group at BlackRock. The team is responsible for designing, building, and maintaining sophisticated risk and valuation models that support a broad range of asset classes, including interest rates, foreign exchange, inflation, equities, and credit. QMR plays a critical role in powering BlackRock’s investment platform and Aladdin. We are currently undertaking a multi‑year modernization of our core analytics libraries and services and are seeking a senior quantitative developer to help lead this effort. Role Overview This role is a senior technical position within QMR, focused on the design and evolution of large‑scale quantitative analytics libraries. The successful candidate will contribute to shaping the technical direction, engineering standards, and long‑term sustainability of the analytics platform that underpins Aladdin. The role combines deep quantitative engineering, modern C development, and close alignment with real‑world business requirements. Key Responsibilities Play a senior technical role in a multi‑year initiative to modernize BlackRock’s core analytics infrastructure, influencing architecture, engineering standards, and best practices. 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. Act as a technical leader on complex initiatives by driving design discussions, reviewing architecture and code, mentoring other quantitative developers, and raising overall code quality. 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 Required: 7 years of industry experience in quantitative development or quantitative engineering. Deep experience designing and building quantitative libraries in C. Strong experience implementing complex mathematical and financial models. Bachelor’s or Master’s degree in Computer Science, Mathematics, Engineering, or a related quantitative discipline. Deep familiarity with industry best practices for software engineering, including code quality, testing, and maintainability. Strong communication skills and the ability to operate effectively in a collaborative, global environment. Preferred: Experience modernizing large, legacy analytics or modeling codebases. Exposure to AI‑assisted development tools and an understanding of the modern AI coding landscape. Experience with performance‑critical systems and parallel or high‑performance computing. 
For New York, NY Only the salary range for this position is USD$225,000.00 - USD$285,000.00 . 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 ... (truncated, view full listing at source)