Quantitative Risk Manager - Liquidity
KrakenSalary not specified
Not SpecifiedCompensation
Mid-level (3 to 4 years)Experience Level
Full TimeJob Type
UnknownVisa
Asset Management, Investment ManagementIndustries
Requirements
- Strong background in quantitative research
- Some experience with project management skills
- Proven experience working in a team environment, collaborating with peer researchers and engineers
- Ability to collaborate with team members in other regions
- Expertise in quantitative financial models (e.g., linear factor models, Value-at-Risk methodologies, volatility and covariance matrix estimation, portfolio stress testing & scenario analytics)
- Familiarity with sophisticated econometric/statistical methods and tools
Responsibilities
- Lead research and development of model governance workstreams as an individual contributor
- Gradually grow into an experienced researcher with expertise to represent and present models and analytics to internal stakeholders and Aladdin clients
- Focus on analytics project work related to streamlining the development of new portfolio risk models
- Expand the model testing framework
- Build a robust research platform
- Work in conjunction with senior modelers in the global team
- Ensure models scale with the growing Analytics business and adhere to BlackRock’s rigorous standards of model governance
Skills
Quantitative Modeling
Financial Engineering
Risk Modeling
Portfolio Construction
Scenario Analysis
Return Attribution
Liquidity Modeling
Optimization
Prepayment Models
Simulations
BlackRock
About BlackRock
New York City, New YorkHeadquarters
1988Year Founded
$78,647.7MTotal Funding
IPOCompany Stage
Fintech, Financial ServicesIndustries
Benefits
Health Insurance
Unlimited Paid Time Off
Mental Health Support
Wellness Program
401(k) Retirement Plan
Risks
FDIC scrutiny could lead to regulatory challenges for BlackRock.
Workforce reduction may indicate internal financial pressures or strategic shifts.
Involvement in Yangzijiang Shipbuilding exposes BlackRock to geopolitical risks.
Differentiation
BlackRock's Bitcoin ETF, IBIT, reached over $50 billion in assets quickly.
The firm is developing a layer-2 tokenized real-world asset platform on Ethereum.
BlackRock's partnership with Frax Finance enhances its stablecoin market presence.
Upsides
IBIT's success attracts a broader range of cryptocurrency investors.
The Ethereum platform positions BlackRock as a leader in blockchain financial services.
Partnership with Frax Finance enhances digital finance offerings and compliance.
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