Quantitative Modeler, Associate
Hybrid · Budapest, Budapest, Hungary
Job Summary
Quantitative Modeler, Associate responsible for designing, building, and maintaining large-scale C++ analytics libraries in a production environment, focusing on performance, correctness, and long-term maintainability. Lead the design of modern frameworks for quantitative models, emphasize modern C++ practices, tooling, and workflows (including testing, profiling, CI/CD, and AI-assisted development tools), and leverage parallel computing to deliver scalable analytics. Collaborate with quantitative researchers, engineers, and business partners across Aladdin/BlackRock to ensure models address real business needs with clear, high-quality code.
Required Qualifications
- A graduate degree in Math, CS, Engineering or Physics is required
- An advanced degree is a plus
- Understanding of Fixed Income valuation and modelling concepts including yield curve contraction techniques, risk-neutral pricing framework, and routes to calibrate stochastic models
- Coding is central; Expertise in C++ is needed
- Analytical mindset with strong problem-solving drive
- Excellent communication skills to explain research/results to non-technical stakeholders
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