Job Summary

• Build and maintain risk neutral deterministic and stochastic models that are used for construction of Interest Rate, FX, inflation curves, volatility surfaces, and pricing corresponding instruments.
• Collaborate with software developers and validation teams to test and release new models into production.
• 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

Salary

Base: USD$150,000.00 - USD$170,000.00; Bonus/Equity: annual discretionary bonus; Benefits: healthcare, leave benefits, and retirement benefits

Skills & Requirements

Key Requirements

• Master’s Degree or foreign equivalent in Financial Engineering, Mathematics, or related field, and 12 months of experience
• Bachelor's Degree or foreign equivalent in Financial Engineering, Mathematics, or related field, and 36 months of experience
• One year of experience in Python tools including pandas, numpy, scikit-learn, Airflow and SQL
• One year of experience in Develop and deploy research pipelines and trading tools in Unix and Linux environments using Git and Bash
• One year of experience in Apply advanced financial theories including Black-Scholes, mathematical models such as stochastic calculus and optimization, and statistical frameworks like time-series analysis and Bayesian inference
• One year of experience in Design and maintain models and infrastructure in Python and C++
• One year of experience in Build frameworks for historical strategy evaluation, scenario analysis, stress testing, and uncertainty quantification
• One year of experience in Conduct empirical and theoretical research on financial instruments
• One year of experience in Create automated tools and dashboards

Work Rights