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Quantitative Modeler

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BlackRock Investments

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Location:
India , Gurgaon

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Category:
IT - Software Development

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Contract Type:
Not provided

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Salary:

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Job Description:

We are looking to hire an experienced (VP level) quant modeler to join our Portfolio Risk Modeling team and lead core risk methodologies and full revaluation models. 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, leading key modeling initiatives, establishing proper governance and monitoring of these models.

Job Responsibility:

  • Lead core risk methodologies and full revaluation models
  • Leading key modeling initiatives, establishing proper governance and monitoring of these models
  • Primarily focused on full revaluation models, which span multiple fixed income and derivative products and lead to accurate risk assessment of these products
  • Work across asset class and drive synergy/innovation in conjunction with senior modelers in the global team

Requirements:

  • 5–10 years of experience in market risk / derivative pricing / quantitative analytics within a financial services environment
  • Familiarity with instrument pricing models, and linear sensitivities-based approaches, scenario analysis, stress testing, and model behavior across market regimes
  • Solid foundation in mathematics and statistics (calculus, linear algebra, probability), with practical exposure to modeling or analytical problem-solving
  • Demonstrated exposure to model lifecycle and model governance, including performance monitoring and producing high quality technical documentation
  • Strong proficiency in Python for data-science workflows, hands on experience with numerical libraries (NumPy, pandas, SciPy), along-with experience with structured codebases
  • Proven track-record of working on cross-functional projects spanning quantitative, technology and validation teams
  • Experience owning or contributing to multi-month (6+ months) delivery initiatives, managing dependencies and milestones
  • Senior enough to engage confidently with peer-level and senior-stakeholders
  • Demonstrates end-to-end ownership mindset for a critical modeling estate
  • Applies structured thinking to decompose complex modeling and monitoring problems
  • Writes clean, readable, and well-structured code with appropriate abstractions
  • Comfortable balancing quantitative depth with engineering pragmatism
  • Capable of driving initiatives from concept to production in ambiguous and evolving problem spaces
  • Communicates with confidence and precision
  • Possesses a positive attitude and ability to work both independently and as part of a team
  • Ability to synthesize requirements from multiple stakeholders and translate those into actionable plans

Nice to have:

  • CFA / FRM / CQF is a plus
  • Advance degree in a quantitative discipline (Masters or Ph.D in Finance / Economics / Statistics / Financial Engineering or any equivalent quant discipline is preferred)
  • Proficiency with C++ is a plus
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:
February 28, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
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