Financial Modeling Group: Senior Quantitative Developer / Director (C++)
- Not Specified
- New York, NY, USA New York NY US
- Permanent, Full time
- 21 Apr 18 2018-04-21
C++ Quant Developer
BlackRock helps investors build better financial futures. As a fiduciary to our clients, we provide the investment and technology solutions they need when planning for their most important goals. As of December 31, 2017, the firm managed approximately $6.288 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit www.blackrock.com | Twitter: @blackrock | Blog: www.blackrockblog.com | LinkedIn: www.linkedin.com/company/blackrock.
Who We Are
Financial Modeling Group (FMG) 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 We Look For
- An advanced degree in Computer Science, Math, Physics, or similar quantitative field
- 7+ years of professional C++ development experience - bonus points for work in finance, more bonus points if the work involved high-performance Monte Carlo simulation, even more bonus points if you have experience coding on GPU’s.
- Experience managing a team of talented diverse individuals.
- High comfort level around complex mathematical models.
- Ability to communicate ideas clearly in both technical and non-technical settings.
What You Will Be Doing
- Manage a small team with the focus on building a new and exciting product which complements BlackRock’s existing analytical tool set.
- Quantitative coding: write performant code for simulating a variety of asset classes.
- Working on developing mathematical models for forward simulation of financial quantities both in P and Q measure.
- One BlackRock: collaborate with and learn from colleagues in New York, Budapest, Gurgaon, London and San Francisco.
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.