Portfolio Risk Quantitative Modeler, Associate - Aladdin Financial Engineering
$137,500–$170,000 year
Hybrid · New York City, New York, United States
Job Summary
Portfolio Risk Quantitative Modeler, Associate role within BlackRock's Aladdin Financial Engineering group. Responsibilities include researching, designing, and back-testing portfolio risk models using Python-based infrastructure; working with large financial datasets; collaborating with software engineers to test, productionize, and maintain models; supporting production model questions from stakeholders; developing validation, back-testing, testing, and quality-control frameworks; contributing to the AI transformation journey to modernize model governance workflows; documenting model assumptions, results, and limitations for technical and non-technical audiences.
Required Qualifications
- Master’s degree (e.g., MFE) or PhD in a quantitative field such as Finance, Economics, Mathematics, Statistics, Computer Science, or Engineering
- Strong hands-on programming experience in Python (R a plus)
- Experience with large datasets and statistical/econometric/quantitative techniques
- Solid understanding of financial markets, products, and basic economics
- Strong analytical and problem-solving skills with high attention to detail
- Clear written and verbal communication skills in English
- Ability to work collaboratively in a team-oriented environment
- Competencies: critical thinking, ownership, cross-disciplinary collaboration
- Exposure to machine learning and AI techniques is a plus
- Knowledge of fixed income and/or equity risk factor models; portfolio theory and risk analytics
- Experience designing rigorous testing and back-testing frameworks
- Unix/Linux and Git proficiency
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