About the position
Responsibilities
• Design, develop, validate, and deploy financial models that produce cash flows and security valuation and risk analytics with a focus on mortgages or other securitized assets.
• 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. in the securitization space.
• Understand rapidly evolving 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.
Requirements
• 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 domain 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.
Nice-to-haves
• 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 mortgages and/or securitized products 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.
Benefits
• Strong retirement plan
• Tuition reimbursement
• Comprehensive healthcare
• Support for working parents
• Flexible Time Off (FTO)
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