Portfolio Risk - Quant Modeler, Afe - Associate

BlackRock UK

Mexico City, Mexico
4d onsite
Quantitative research
Portfolio risk analytics
Model governance
The group is responsible for the research and development of quantitative financial and behavioral models and tools across many different areas

Job Summary

  • The group is responsible for the research and development of quantitative financial and behavioral models and tools across many different areas.
  • This individual would have a strong background in quantitative research, have some experience with project management skills as well as proven experience to work in a team environment.
  • 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).

Matching Summary

The group is responsible for the research and development of quantitative financial and behavioral models and tools across many different areas.

Skills & Requirements

Must-have

  • quantitative research
  • portfolio risk analytics
  • model governance
  • Python programming
  • econometric/statistical methods

Nice-to-have

  • collaboration with global teams
  • client engagement
  • machine learning algorithms
  • data science model deployment

Key Requirements

  • 3+ years quantitative/statistical modeling experience
  • Market risk / factor models experience
  • Undergraduate Actuary / Statistics / Applied Mathematics / Econometrics
  • Advanced degree in quantitative discipline is a plus
  • Familiarity with financial products/risk management
  • Exposure to model backtesting, quality controls, validation
  • Hands-on experience with statistical software (Python, R, MATLAB)
  • Experience with large data sets
  • Prior work experience in financial modeling or data science

Work Rights

Not specified

Tailored Resume

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