Job Summary

• 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.
• The Private Asset Market Risk team builds a range of models, including private equity, real estate, credit, infrastructure, and hedge funds, and they are built with sophisticated econometric/statistical methods and tools.
• 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.

Matching Summary

Skills & Requirements

Key Requirements

• 6+ years quantitative/statistical modeling experience
• Advanced degree in quantitative discipline
• Model lifecycle and governance experience
• Hands-on statistical software experience
• Experience with large datasets
• Experience owning multi-month delivery initiatives
• Senior stakeholder engagement

Work Rights