Security Modeling C++ Developer - Associate

BlackRock

New York, NY, US
Base: usd$137,500.00 - usd$170,000.00; bonus/equit...
4d onsite
Large-scale c++ analytics libraries
Performance, correctness, extensibility
Modern c++ practices and tooling
We specialize in crafting sophisticated risk and valuation models that span a diverse range of products, including interest rates, FX, inflation, equity, and credit

Job Summary

  • We specialize in crafting sophisticated risk and valuation models that span a diverse range of products, including interest rates, FX, inflation, equity, and credit.
  • Design, build, and maintain large‑scale C++ analytics libraries with a strong emphasis on performance, correctness, extensibility, and long‑term maintainability in a production environment operating at massive scale.
  • 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

We specialize in crafting sophisticated risk and valuation models that span a diverse range of products, including interest rates, FX, inflation, equity, and credit.

Salary

Base: USD$137,500.00 - USD$170,000.00; Bonus/Equity: annual discretionary bonus; Benefits: healthcare, leave benefits, and retirement benefits

Skills & Requirements

Must-have

  • Large-scale C++ analytics libraries
  • Performance, correctness, extensibility
  • Modern C++ practices and tooling
  • Fixed Income valuation and modelling
  • Quantitative finance problems

Nice-to-have

  • Novel modeling techniques
  • Neural networks exploration
  • Collaborative learning environment
  • Pragmatic engineering mindset

Key Requirements

  • Undergraduate degree in quantitative field
  • Expertise in C++
  • Understanding of Fixed Income modelling concepts
  • Analytical Frame of Mind
  • Excellent Communication Skills

Work Rights

Not specified

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