Vacancy expired!
- Understanding risk modeling techniques.
- Building quantitative software to solve various type of risk analysis portfolio problems with accuracy and scale.
- Helping internal and external partners and clients understand our models and tools, and in some case analyzing their specific portfolio management problems.
- Conducting research on risk models or optimization algorithms to fulfill new use cases.
- Conducting platform engineering to leverage cloud-based data storage, parallel computing and REST API access.
- Engage with BlackRock clients to promote adoption and usage of our models and tools.
- Undergraduate or advanced degree in mathematics, computer science, financial engineering or related fields.
- 6+ years of proven programming experience in Java/Python/C.
- Prior experience with enterprise software development, or complex research/engineering projects in academia.
- Familiarity with financial modeling concepts, including probability theory, linear algebra, asset pricing, investment risk analysis, and modern portfolio theory. (A good candidate would know some of these, maybe not all).
- Ability to apply existing algorithms or models to real-world investment or business problems.
- Willingness to communicate with partners of a diverse set of backgrounds.
Vacancy expired!