Quantitative Modeler, Director

BlackRock

New York, NY, United States
Base: usd$225,000.00 - usd$285,000.00; bonus/equit...
4d onsite
Advanced modeling techniques
Risk and valuation models
High-quality code development
The Quantitative Modeling and Research team develops sophisticated risk and valuation models across various asset classes

Job Summary

  • The Quantitative Modeling and Research team develops sophisticated risk and valuation models across various asset classes.
  • The team applies advanced modeling techniques, including machine learning, to solve complex problems in quantitative finance.
  • Employees enjoy a hybrid work model that promotes collaboration while allowing for flexibility.

Matching Summary

The Quantitative Modeling and Research team develops sophisticated risk and valuation models across various asset classes.

Salary

Base: USD$225,000.00 - USD$285,000.00; Bonus/Equity: Annual discretionary bonus; Benefits: Comprehensive healthcare, retirement benefits

Skills & Requirements

Must-have

  • Advanced modeling techniques
  • Risk and valuation models
  • High-quality code development

Nice-to-have

  • Strong communication skills
  • Mentorship of junior quants
  • Knowledge of capital markets

Key Requirements

  • PhD in a quantitative discipline
  • Significant industry experience in Derivatives Modeling
  • Experience building production models

Work Rights

Not specified

Tailored Resume

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