Security Modeling C++ Developer - Associate

BlackRock UK

New York, NY, United States
Base: usd$137,500.00 - usd$170,000.00; bonus/equit...
4d onsite
Large-scale c++ analytics libraries
Modern c++ practices
Performance profiling
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.
  • Our 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
  • modern C++ practices
  • performance profiling
  • CI/CD integration
  • parallel computing techniques

Nice-to-have

  • novel modeling techniques
  • neural networks
  • analytical frame of mind
  • collaborative environment

Key Requirements

  • undergraduate degree in quantitative field
  • Expertise in C++
  • Understanding of Fixed Income valuation
  • Excellent Communication Skills

Work Rights

Not specified

Tailored Resume

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