Quant Modeler, Vice President

BlackRock

Gurgaon, India
4d onsite
Quantitative/statistical modeling
Market risk / factor models
Model lifecycle and 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

Job Summary

  • 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.
  • 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.
  • We embrace the values, identities and ideas brought by our employees.

Matching Summary

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.

Skills & Requirements

Must-have

  • quantitative/statistical modeling
  • market risk / factor models
  • model lifecycle and governance
  • Python for data-science workflows
  • structured thinking
  • end-to-end ownership mindset

Nice-to-have

  • collaboration and apprenticeship
  • driving synergy and innovation
  • positive attitude
  • work across asset classes

Key Requirements

  • 6+ years quantitative/statistical modeling experience
  • Advanced degree in quantitative discipline
  • Proven track-record of working on cross-functional projects
  • Experience owning multi-month delivery initiatives

Work Rights

Not specified

Tailored Resume

Cover Letter