Not specified; not specified; comprehensive benefi...
4d onsite
Extensive quantitative research experience
Proficiency with python programming
Statistical modeling and econometrics expertise
This role involves driving the development of risk factor models for private market investments within a diverse team of over 400 modelers and technologists
Job Summary
This role involves driving the development of risk factor models for private market investments within a diverse team of over 400 modelers and technologists.
The successful candidate will build and maintain model governance controls while collaborating with partner teams on model productionization.
BlackRock offers a hybrid work model requiring at least four days in the office per week along with comprehensive benefits including Flexible Time Off.
Matching Summary
This role involves driving the development of risk factor models for private market investments within a diverse team of over 400 modelers and technologists.
Salary
Not specified; Not specified; Comprehensive benefits including retirement tools and education reimbursement
Skills & Requirements
Must-have
Extensive quantitative research experience
Proficiency with Python programming
Statistical modeling and econometrics expertise
Private credit risk factor model development
Model governance and validation processes
Nice-to-have
Experience with machine learning and AI techniques
Domain knowledge of fixed income securities
Strong project management skills
Background in data science and production deployment
Experience guiding junior talent
Key Requirements
Master's degree with 5+ years experience or PhD with 3+ years
Hands-on experience with statistical modeling software
Knowledge of investments and portfolio management preferred