Quant Modeler, Vice President

About this role Role We are looking to hire a Senior Quant Modeler to join our Private Asset Market Risk team . This individual would have a strong background in quantitative research, have demonstrable leadership skills as well as proven experience to work in a team environment, collaborating/guiding junior modelers and engineers. This person is expected to join as an individual contributor, initially leading key model governance initiatives and establishing proper governance and monitoring of the models and gradually stepping into a modeling role leading core risk methodologies . The Private Asset Market R i sk team builds a range of models, including private equity , real estate, credit, infrastructure, and hedge fund s. and they are built with sophisticated econometric/statistical methods and tools . The models themselves have real practical value and are used by portfolio managers , risk managers , and allocators and influence investment activity . These models have a very large footprint of usage across the entire Aladdin client base, and so we place special emphasis on implementing models that scale with our growing Analytics’ business and ensuring adherence to BlackRock’s rigorous standards of model governance. This individual would be primarily focused on full revaluation models, which span multiple private asset strategies and lead to accurate risk assessment of these products. There are also a lot of opportunit ies to work across asset class es and drive synergy and innovation in conjunction with senior modelers in the global team. You can... work at one of the world’s top FinTech companies. We sell our Aladdin analytics platform to over 100 of the top global financial institutions and corporations, handling many trillion USD of assets help develop and deploy quantitative financial models and portfolio analytics that are used to manage most of the money of the world’s largest asset manager bring all yourself to the job. From the top of the firm down we embrace the values, identities and ideas brought by our employees Skills & Qualifications Research/Analytics professional with 6 years of solid experience in quantitative/statistical modeling. Experience with market risk / factor models and portfolio risk analytics ( VaR , Tracking Error, Stress Testing) is strongly preferred Demonstrated exposure s to model lifecycle and model governance, including performance monitoring and producing high quality technical documentation (whitepapers, specifications) Advanced degree in quantitative discipline – master/ Phd’s in Economics/ Computational Finance / Financial Engineering / Statistics / Applied Mathematics, etc. Familiarity with financial products/risk management processes is a strong plus. Hands-on experience with statistical software (e.g., Python, R, MATLAB) and strong background in programming, Python in particular, is strongly preferred Experience with large data set and various machine learning algorithms a plus Strong proficiency in Python for data-science workflows, hands on experience with numerical libraries (NumPy, pandas, SciPy), along-with experience with structured codebases. Proficiency with C is a plus. Proven track-record of working on cross-functional projects spanning quantitative, technology and validation teams. Experience owning or contributing to multi-month (6 months) delivery initiatives, managing dependencies and milestones Senior enough to engage confidently with peer-level and senior-stakeholders (risk managers, model validation and technology leads) Competencies Demonstrates end-to-end ownership mindset for a critical modeling estate, including design, implementation, monitoring, documentation, and ongoing enhancement Applies structured thinking to decompose complex modeling and monitoring problems. Writes clean, readable, and well-structured code with appropriate abstractions Comfortable balancing quantita ... (truncated, view full listing at source)