Job description
Description About this role The Aladdin Financial Engineering (AFE) team is responsible for the research and development of financial models underpinning the risk management analytics produced at BlackRock. The group also contributes to the infrastructure and software responsible for the production of analytics and the delivery of analytic content to portfolio and risk management professionals both within and outside BlackRock. Given the diversity of business objectives among Aladdin clients and within BlackRock itself the models developed and supported span a wide array of financial products, ranging from equity to fixed income and alternatives. In addition, members seek to provide analysis and insight on many different levels from analysis of single name securities to the overall financial risk associated with an entire portfolio.The Modelling Research team in AFE is looking for a portfolio risk modeller to join the London team to contribute to the modelling and development effort in building and maintaining of Aladdin risk models. These models are used to provide risk oversight on BlackRock investment strategies and Aladdin clients, and also being deployed for use in portfolio construction purposes. This modeller will work on equity risk models and have opportunities to work on fixed income and alternatives risk models.Job Responsibilities:The candidate will be performing duties related to all aspects of portfolio risk model development:Researching, designing, and back-testing new risk models using Python infrastructureCollaborating with software developers to test and release new models into productionSupporting existing risk models in production; developing and improving model quality control and model back-testing procedures; maintaining and extending research frameworkInvestigating and resolving client queries relating to model methodology and functionality
Responsibilities & skills
Strong oral and written (English language) communication skills that enable complex ideas to be readily understood by team members and clientsEnthusiasm, flexibility, and maturity to adapt to the needs of a dynamic group and deliver within strict time frameGood time management skills including the ability to handle multiple projects
Education
Graduate degree in a technical field (Econometrics, Finance, Maths, Statistics, Computer Science and/or Engineering)Postgraduate degree in a technical field is a plus3+ years relevant working experience
Experience
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BlackRock uk
BlackRock is proud to be an Equal Opportunity/Affirmative Action Employer. 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 EEO is the Law poster here and its supplement here. The pay transparency policy is available here.BlackRock is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation because of a disability for any part of the employment process, please send an e-mail to Disability.Assistance@blackrock.com and let us know the nature of your request and your contact information.
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