Not specified; not specified; comprehensive benefi...
4d onsite
5+ years quant/quant-dev finance experience
Advanced hands-on python programming skills
Understanding of fixed income derivative pricing models
The role involves understanding the implementation of Fixed Income Derivative Pricing Models written in C++ including yield curve, inflation, FX, and volatility models
Job Summary
The role involves understanding the implementation of Fixed Income Derivative Pricing Models written in C++ including yield curve, inflation, FX, and volatility models.
Candidates will analyze model output and time-series data to define correctness criteria and implement monitoring tests in Python.
BlackRock offers a hybrid work model requiring at least 4 days in the office per week along with comprehensive benefits including Flexible Time Off.
Matching Summary
The role involves understanding the implementation of Fixed Income Derivative Pricing Models written in C++ including yield curve, inflation, FX, and volatility models.
Salary
Not specified; Not specified; Comprehensive benefits including retirement investment, education reimbursement, and Flexible Time Off
Skills & Requirements
Must-have
5+ years quant/quant-dev finance experience
Advanced hands-on Python programming skills
Understanding of Fixed Income Derivative Pricing Models
Basic C++ coding skills
Expertise with Git and LINUX platforms
Nice-to-have
Experience with AI LLM projects for Model Governance
Passion for programming as a core activity
Ability to explain complex concepts to non-technical people
Analytical frame of mind for quantification of choices
Key Requirements
Master's degree in a Quantitative field required
Minimum 5 years of experience in quant or quant-dev finance