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Quant Modeler

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BlackRock Investments

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Location:
Mexico , Mexico City

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Category:
Finance

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Contract Type:
Not provided

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Salary:

Not provided
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Job Description:

We are looking to hire a quantitative modeler to join our Portfolio Risk team. This individual would have a strong background in quantitative research, have some experience with project management skills as well as proven experience to work in a team environment, collaborating with peer researchers and engineers, looking to also collaborate with team members in other regions. This person is expected to join as an individual contributor, leading research and development of model governance workstreams and gradually grow into an experienced researcher with expertise to represent and present our models and analytics to internal stakeholders and Aladdin clients.

Job Responsibility:

  • Leading research and development of model governance workstreams
  • Research and development of quantitative financial and behavioral models and tools
  • Analytics project work related to streamlining the development of new portfolio risk models
  • Expanding our model testing framework
  • Building a robust research platform
  • Working in conjunction with senior modelers in the global team
  • Representing and presenting our models and analytics to internal stakeholders and Aladdin clients

Requirements:

  • Research/Analytics professional with 3+ years of solid experience in quantitative/statistical modeling
  • Experience with market risk/factor models and portfolio risk analytics (VaR, Tracking Error, Stress Testing) is strongly preferred
  • Undergraduate Actuary / Statistics / Applied Mathematics / Econometrics
  • advanced degree in a quantitative discipline is a plus
  • Familiarity with financial products/risk management process is a strong plus
  • Exposure to model backtesting, quality controls, and validation is highly desirable
  • Hands-on experience with statistical software (e.g., Python, R, MATLAB) and strong background in programming, Python in particular, is strongly preferred
  • Experience with large data set and various machine learning algorithms a plus
  • Prior work experience in financial modeling (e.g., risk models, analytics) or data science and model deployment to production environment is a strong plus
  • Strong desire to apply quantitative skills to address financial problems and issues that BlackRock encounters in the course of business
  • Strong analytical skills, attention to detail and strong work ethics
  • Possesses a positive attitude and ability to work both independently and as part of a team (within a department or in an inter-departmental/virtual setting), in a fast-paced environment
  • Possesses excellent communication and presentation skills
  • Ability to synthesize requirements from multiple stakeholders and translate those into actionable plans
  • Organized in carrying out the responsibilities, possess strong time management skills and should be high on focus
  • Management experience is preferred but not a must-have

Nice to have:

  • Advanced degree in a quantitative discipline
  • Familiarity with financial products/risk management process
  • Exposure to model backtesting, quality controls, and validation
  • Experience with large data set and various machine learning algorithms
  • Prior work experience in financial modeling or data science and model deployment to production environment
  • Management experience
What we offer:
  • Strong retirement plan
  • Tuition reimbursement
  • Comprehensive healthcare
  • Support for working parents
  • Flexible Time Off (FTO)

Additional Information:

Job Posted:
February 20, 2026

Expiration:
April 20, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
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