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BlackRock

Quantitative Modeler, Director

Posted 4 Days Ago
Be an Early Applicant
In-Office
New York, NY
225K-285K Annually
Expert/Leader
In-Office
New York, NY
225K-285K Annually
Expert/Leader

About this role

About the Team
Quantitative Modeling and Research (QMR) is an innovative team within Single Security Modeling, responsible for developing sophisticated risk and valuation models across a wide range of asset classes, including Interest Rates, FX, Inflation, Equity, and Credit. The team supports both BlackRock investment businesses and external Aladdin clients, delivering analytics that are used at scale across portfolios representing trillions of dollars in assets.
The group’s work extends beyond traditional quantitative approaches. QMR actively explores and applies advanced modeling techniques, including machine learning and neural networks, to address complex problems in quantitative finance while maintaining strong engineering and production standards.
Responsibilities
  • Build and enhance analytics across the full spectrum of products supported by the team, including Rates, FX, Inflation, and Equity derivatives; expand model coverage to address evolving client needs.
  • Design, write, and maintain high‑quality code to develop and extend core analytics libraries.
  • Support the Aladdin business through participation in internal and external client calls and on‑site visits; address complex analytics and modeling queries.
  • Stay current on trends in quantitative finance, capital markets, and relevant regulatory developments.
  • Lead and mentor teams of junior quants on larger cross‑functional initiatives.
Qualifications
  • PhD in a quantitative discipline such as mathematics, physics, engineering, or a related field.
  • Significant industry experience in Derivatives Modeling
  • Strong practical expertise in Rates and Derivatives, including experience building models deployed in production environments.
  • Solid understanding of the mathematical foundations underlying quantitative models.
  • Experience working with quantitative modeling infrastructure and analytics platforms.
  • Strong communication skills with the ability to engage effectively with both technical and non‑technical stakeholders.
  • Demonstrated ability to lead and develop junior quantitative professionals.
For New York, NY Only the salary range for this position is USD$225,000.00 - USD$285,000.00 . Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.

Our benefits
To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.

Our hybrid work model

BlackRock’s hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.

About BlackRock

At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being.  Our clients, and the people they serve, are saving for retirement, paying for their children’s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.

This mission would not be possible without our smartest investment – the one we make in our employees. It’s why we’re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.

For additional information on BlackRock, please visit @blackrock | Twitter: @blackrock | LinkedIn: www.linkedin.com/company/blackrock

BlackRock is proud to be an equal opportunity workplace. We are committed to equal employment opportunity to all applicants and existing employees, and we evaluate qualified applicants without regard to race, creed, color, national origin, sex (including pregnancy and gender identity/expression), sexual orientation, age, ancestry, physical or mental disability, marital status, political affiliation, religion, citizenship status, genetic information, veteran status, or any other basis protected under applicable federal, state, or local law. View the EEOC’s Know Your Rights poster and its supplement and the pay transparency statement.

 

BlackRock is committed to full inclusion of all qualified individuals and to providing reasonable accommodations or job modifications for individuals with disabilities. If reasonable accommodation/adjustments are needed throughout the employment process, please email [email protected]. All requests are treated in line with our privacy policy.

BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.

Top Skills

Analytics Platforms
Machine Learning
Neural Networks
Quantitative Modeling Infrastructure
HQ

BlackRock New York, New York, USA Office

50 Hudson Yards, New York, NY, United States, 10001

BlackRock Princeton, New Jersey, USA Office

BlackRock Princeton Office

1 University Square Drive,, Princeton, NJ, United States, 08540

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