Quantitative Modeler, Director

About this role About the Team Quantitative Modeling and Research (QMR) is an innovative team within Single Security Modeling, responsible for developing sophisticated risk and valuation models across a wide range of asset classes, including Interest Rates, FX, Inflation, Equity, and Credit. The team supports both BlackRock investment businesses and external Aladdin clients, delivering analytics that are used at scale across portfolios representing trillions of dollars in assets. The group’s work extends beyond traditional quantitative approaches. QMR actively explores and applies advanced modeling techniques, including machine learning and neural networks, to address complex problems in quantitative finance while maintaining strong engineering and production standards. Responsibilities Build and enhance analytics across the full spectrum of products supported by the team, including Rates, FX, Inflation, and Equity derivatives; expand model coverage to address evolving client needs. Design, write, and maintain high‑quality code to develop and extend core analytics libraries. Support the Aladdin business through participation in internal and external client calls and on‑site visits; address complex analytics and modeling queries. Stay current on trends in quantitative finance, capital markets, and relevant regulatory developments. Lead and mentor teams of junior quants on larger cross‑functional initiatives. Qualifications PhD in a quantitative discipline such as mathematics, physics, engineering, or a related field. Significant industry experience in Derivatives Modeling Strong practical expertise in Rates and Derivatives, including experience building models deployed in production environments. Solid understanding of the mathematical foundations underlying quantitative models. Experience working with quantitative modeling infrastructure and analytics platforms. Strong communication skills with the ability to engage effectively with both technical and non‑technical stakeholders. Demonstrated ability to lead and develop junior quantitative professionals. 
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 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 – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock. About BlackRock At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being.  Our clients, and the people they serve, are saving for retirement, paying for their children’s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power c ... (truncated, view full listing at source)