Model Risk Management, Rqa, Analyst

BlackRock UK

Gurugram, India
4d onsite
Quantitative modeling understanding
Programming languages (python, r, c++)
Financial product familiarity
RQA provides independent oversight of BlackRock’s fiduciary and enterprise risks, advancing risk management practices and delivering independent risk advice

Job Summary

  • RQA provides independent oversight of BlackRock’s fiduciary and enterprise risks, advancing risk management practices and delivering independent risk advice.
  • The Model Validation team performs independent reviews of models, designs and runs independent testing, and provides effective challenge to model methodology and implementation.
  • BlackRock offers a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, and support for working parents.

Matching Summary

RQA provides independent oversight of BlackRock’s fiduciary and enterprise risks, advancing risk management practices and delivering independent risk advice.

Skills & Requirements

Must-have

  • Quantitative modeling understanding
  • Programming languages (Python, R, C++)
  • Financial product familiarity
  • Independent review of models
  • Independent testing of models
  • Verbal and written communication skills

Nice-to-have

  • AI for analytical work
  • Derivatives analytics knowledge
  • Structured products analytics knowledge
  • Portfolio risk factor models knowledge
  • Private/alternatives asset class modelling knowledge
  • Liquidity modelling knowledge
  • Broad market and finance knowledge

Key Requirements

  • Master's degree in a quantitative discipline
  • 1-3 years of experience
  • Strong Mathematics, Statistics and Analytical skills
  • Practical application of programming languages
  • Fluent in spoken and written English

Work Rights

Not specified

Tailored Resume

Cover Letter