Performance Attribution, Financial Modeling Group Java Quantitative Developer

  • Not Specified
  • New York, NY, USA
  • Permanent, Full time
  • BlackRock
  • 19 Feb 18 2018-02-19

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

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.

Job Description:

The mission of the Performance & Attribution team is to provide state of the art performance, attribution and revenue analytics:

  • Help clients understand portfolio managers investment decisions and their impact on portfolio performance, thus make informed investment decisions
  • Create analytical solutions through collaboration with our partners
  • The culture of the team is very open, agile, quantitative, and entrepreneurial.

Background and Responsibilities

The role is for a key member of the FMG Performance Attribution team in New York focusing on performance and attribution for alternatives – specifically private equity. The position will be an experienced Java Developer with advanced knowledge in finance, particularly performance and attribution data, models, and tools. Familiar with concepts like multi-threading, and server architecture. Knowledge on fixed income attribution. The candidate should be comfortable with other programming languages (C++, Scala, Python, Perl, etc). The candidate will work closely with others in the firm to build state of the art Performance Attribution Product in Aladdin.

Qualifications

  • BSc degree in Computer Science, Finance or similar area. MSc or PhD is a plus.
  • 4+ years of experience in Java development in a production environment
  • Knowledge on portfolio performance analytics, P&L, attribution
  • Familiarity with Private Equity, Real Assets and illiquid asset classes
  • Ability and willingness to learn fast, self-motivate and pick up new things easily
  • Analyze and solve programming tasks independently and pro-actively
  • Strong communication skills

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.