Portfolio Modeling - Vice President

BlackRock

New York, NY, United States
Base: usd$170,000.00 - usd$225,000.00; bonus/equit...
4d onsite
Quantitative financial models
Bayesian framework
Risk space research
The Modeling and Research team is responsible for the research and development of quantitative financial models and tools across many different areas and asset classes

Job Summary

  • The Modeling and Research team is responsible for the research and development of quantitative financial models and tools across many different areas and asset classes.
  • Responsibilities include theoretical and empirical research, backtesting, documenting, and guiding new models through validation, and communicating with internal and external clients.
  • BlackRock offers a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents, and Flexible Time Off (FTO).

Matching Summary

The Modeling and Research team is responsible for the research and development of quantitative financial models and tools across many different areas and asset classes.

Salary

Base: USD$170,000.00 - USD$225,000.00; Bonus/Equity: Annual discretionary bonus; Benefits: Healthcare, leave benefits, and retirement benefits

Skills & Requirements

Must-have

  • Quantitative financial models
  • Bayesian framework
  • Risk space research
  • Empirical research
  • Backtesting and documentation
  • Python programming skills
  • Git and Unix experience

Nice-to-have

  • Applied scientific research
  • Client engagement
  • Academic collaboration
  • High-performance computing
  • PyTorch/Jax exposure

Key Requirements

  • PhD/Master's in quantitative discipline
  • 5 to 10 years quantitative modeling experience
  • Effective communication and collaboration
  • Ability to quickly pick up new technologies

Work Rights

Not specified

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