Quant Modeler

We are looking to hire a Senior Quant Modeler to join our Private Asset Market Risk team. This individual would have a strong background in quantitative research, have demonstrable leadership skills as well as proven experience to work in a team environment, collaborating/guiding junior modelers and engineers. This person is expected to join as an individual contributor, initially leading key model governance initiatives and establishing proper governance and monitoring of the models and gradually stepping into a modeling role leading core risk methodologies. The Private Asset Market Risk team builds a range of models, including private equity, real estate, credit, infrastructure, and hedge funds. and they are built with sophisticated econometric/statistical methods and tools. The models themselves have real practical value and are used by portfolio managers, risk managers, and allocators and influence investment activity. These models have a very large footprint of usage across the entire Aladdin client base, and so we place special emphasis on implementing models that scale with our growing Analytics’ business and ensuring adherence to BlackRock’s rigorous standards of model governance. This individual would be primarily focused on full revaluation models, which span multiple private asset strategies and lead to accurate risk assessment of these products. There are also a lot of opportunities to work across asset classes and drive synergy and innovation in conjunction with senior modelers in the global team.