Private Asset Market Risk Modeler, Vice President

BlackRock

London, United Kingdom
4d onsite
Quantitative research experience
Proficiency in python
Statistical modeling skills
Join a diverse and collaborative team of modelers and technologists at BlackRock

Job Summary

  • Join a diverse and collaborative team of modelers and technologists at BlackRock.
  • Develop private credit risk factor models and ensure adherence to rigorous model governance standards.
  • Enjoy a hybrid work model that supports flexibility and collaboration.

Matching Summary

Join a diverse and collaborative team of modelers and technologists at BlackRock.

Skills & Requirements

Must-have

  • Quantitative research experience
  • Proficiency in Python
  • Statistical modeling skills

Nice-to-have

  • Experience with machine learning techniques
  • Strong problem-solving skills
  • Team collaboration abilities

Key Requirements

  • Master's or PhD in quantitative discipline
  • 5+ years experience with Master's degree
  • 3+ years experience with PhD

Work Rights

Not specified

Tailored Resume

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