Core Modeling, Quantitative Developer (C++ / Python)
- New York, NY, USA
- Permanent, Full time
- 17 Oct 17 2017-10-17
Core Modeling is a small, close-knit team with a collegiate culture that values openness, creativity and an attention to detail bordering on the fanatical. We are also huge nerds. What You Will Be Doing * Quantitative Development: Expand product and market coverage to address
Core Modeling is a small, close-knit team with a collegiate culture that values openness, creativity and an attention to detail bordering on the fanatical. We are also huge nerds.
What You Will Be Doing
- Quantitative Development: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new models and analytics.
- Maintain and enhance existing interest rate, inflation, FX, synthetic credit and equity derivatives 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 BRS 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.
- A Degree in a Quantitative Field: An undergraduate degree is required. An advanced degree is a plus, but mathematical maturity matters far more than formal qualifications.
- A Passion for Programming: Programming is at the heart of everything we do. You must enjoy it to succeed on this team.
- Exposure to an “industrial strength” Programming Language: While C++ is our language of choice, experience with writing performant code is what we’re really after.
- An Analytical Cast of Mind: Whether you have a PhD in Physics or merely read math books for fun (we have both types on the team), a keen interest in solving analytical problems is key.
- Excellent Communication Skills: You will be expected to explain complex concepts to non-technical people in simple, intuitive terms.
- A Sense of Humor: We don’t take ourselves too seriously, and hopefully neither do you.
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.