Director, Security Modeling at BlackRock

Gurugram, Haryana, India

Not SpecifiedCompensation

Expert & Leadership (9+ years)Experience Level

Full TimeJob Type

UnknownVisa

Asset Management, Financial Services, Investment ManagementIndustries

A Degree in a Quantitative Field and a minimum of 10+ years of relevant experience. An undergraduate degree is required. An advanced degree is desired
In depth knowledge of mortgage and asset-backed products
Familiarity with the calibration processes for prepayment and default models
Deep understanding and experience in implementing pricing methodologies
Proficient in programming (Python, R, familiarity with C++ is a plus)
Ability to explain complex solutions to non-technical audiences

Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing, and rolling out new models and analytics
Maintain and enhance existing ABS and ABF models
Model Infrastructure: Design APIs to provide clients with novel ways of leveraging our models. Refactor existing analytical code to make it more modular and scalable
Analytical Support: Participate in external client calls and on-site visits in support of the Aladdin business
Thought Leadership: Keep abreast of recent trends in technology, quantitative finance, capital markets and regulation. Bring the latest techniques to bear on the problems we face in our day-to-day work

Quantitative Modeling

ABS Modeling

ABF Modeling

API Design

Model Infrastructure

Quantitative Research

Risk Management

Analytical Code Refactoring

BlackRock

New York City, New YorkHeadquarters

1988Year Founded

$78,647.7MTotal Funding

IPOCompany Stage

Fintech, Financial ServicesIndustries