Job
Description
About this role Role Description: The team seeks a new security valuation market analytics expert with a focus on public credit and hybrid products along with the related models and analytics. The candidate will be working closely with modelers within AFE to review the existing models to ensure accuracy and coverage focusing on valuation advanced analytics for these assets. The individual will review the existing model infrastructure, methodology and data flows to ensure our calculation engine s offerings and capabilities are world class to meet the requirements of both internal and external clients. Overview of Responsibility: In partnership with our Modeling and Research team; design, develop, validate, and deploy financial models that produce cash flows and security valuation and risk analytics with a focus on securitized products. Enhance BlackRock s Aladdin platform with new security analytic features, models, and processes in response to market demands and industry events, regulatory regime changes etc. Understand rapidly evolv ing markets stakeholder needs to influence the analytics roadmap . Create frameworks for and directly manage the prioritization of the work, which encompasses models and its analytics capabilities, downstream components and the overall calculation infrastructure which underpins Aladdin. Define processes for quality control and maintenance of analytics models to ensure best in class robustness and reliability of Aladdin s analytics outputs. Utilize advanced analytics and communication skills to collaborate with BlackRock s Aladdin clients, portfolio risk managers, and articulate clear financial modeling specifications. Understand production processes and liaise with partner teams to ensure smooth model deployments and maintenance. Create and improve documentation for analytical models and processes for internal and external consumption. Resolve complex analytical enquiries with a keen understanding of analytics and models. Stay abreast on global finance, capital markets, geo-political scenarios, regulations and technology trends impacting BlackRock. Experience / Qualifications / Skills: Candidates should have a demonstrated track record in tackling difficult real-world problems within investment risk management businesses. The candidate will be expected to leverage extensive quantitative skills to lead complex security analytics projects in an endeavor to evolve the analytics platform within Aladdin. Furthermore, all positions require outstanding quantitative, communication, and presentation skills. Experience 3 - 5 years of experience in a highly analytical role, developing, utilizing, validating and deploying financial models. Experience with advanced fixed income models, including valuation techniques, cash flows and its risk analytics. Application of models and analytics within the securitized products is preferred. Proven track record of orchestrating the model development lifecycle for specifications/requirements data and infrastructure planning, user acceptance testing, deployment and release communications. Project management expertise with demonstrated ability to spearhead ambiguous cross-functional initiatives with financial modelers, engineers and product managers. Agile Product Management experience is a plus. Qualifications/Skills Excellent quantitative and analytics skills. Ability to identify problems, design and articulate solutions, and implement change. Advanced degree in Engineering, Finance, Mathematics, Business Management or some other quantitative field of study preferred. Bachelor s degree is required. Fixed income and Finance knowledge, including an understanding of bond math and risk. Previous experience in securitized space is a plus. Extensive knowledge and understanding of financial markets and ability to comprehend the impact of market events. Technical aptitude, including experience in C++, XML, Python, R, Linux, SQL and other scripting languages. Exceptional communication and presentation skills. Ability to collaborate with both technical and non-technical personnel and to explain complex concepts to the non-technical people in simple and intuitive terms. Detail-oriented, organized, and committed while leading multiple projects. Pro-activeness, ability to multi-task, prioritize, set and meet deadlines, and strong attention to detail. Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designation is a plus. Knowledge of PowerBI, Azure DevOps and Aha! is a plus BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, disability, veteran status, and other statuses protected by law. [Blackrock Boilerplate will be automatically updated when posted] Our benefits . Our hybrid work model . About BlackRock . 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 Employer. We evaluate qualified applicants without regard to age, disability, family status, gender identity, race, religion, sex, sexual orientation and other protected attributes at law.
