You will work closely with users and application developers to identify and analyse requirements, review large volumes of data, define business and technical requirements, and validate deliveries.

To be successful you will need solid analytical skills, an enthusiasm for taking ownership, a strong commitment to quality, and the ability to communicate effectively.

Principal Responsibilities:

• Analyse Corporate Actions and Securities Reference data needs, propose data model and workflows that will help adjust Securities, Trades and Positions.

• Analyse the data from various sources, identify patterns, structures and data life-cycle.

• Develop Data Quality checks and proactively manage Data Quality issues.

• Build requirements for Data-Model, integration, and process workflow.

• Translate the business requirements into functional requirements for development.

Qualifications/Skills Required:

• 5+ years of work experience as an Analyst in the financial industry with experience in Corporate Actions.

• Experience with Data Providers – Bloomberg, Reuters/Refinitive, MarkIT is a plus.

• Strong analytical skills to identify patterns of data and structures to correlate data from multiple sources.

• Strong organisation and documentation skills.

• Strong SQL skills to work with large volumes of data.

• Strong communication and interpersonal skills to work with a global team.

• Familiarity with institutional trading workflows and technology.

• Experience with Agile methodology is desirable.

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Key Responsibilities: Perform daily fixed income reconciliations across cash, positions, and settlements. Investigate and resolve trade, position, and cash breaks within agreed timelines. Manage fails monitoring and ensure timely follow-up with brokers, custodians, and internal teams. Handle TMPG claims end to end, including identification, calculation validation, dispute handling, and settlement tracking. Review aged fails and drive resolution through escalation where required. Liaise with Front Office, Middle Office, Settlements, Operations Control, counterparties, and agent banks for break resolution. Ensure accurate reporting of fails, aged breaks, TMPG exposure, and reconciliation status to management. Monitor and validate daily files, statements, and broker reports used for reconciliation and fails management. Identify root causes of recurring issues and recommend process improvements. Support BCP testing, audit queries, process reviews, and control governance activities. Prepare and maintain SOPs, checklists, and process documentation. Mentor junior team members and support cross-training within the team.

Required Experience: 6–10 years of relevant experience in Fixed Income Operations / Reconciliation / Fails Management. Strong hands-on experience in Fixed Income products, including bonds, treasuries, agencies, repos, and related settlements. Good understanding of fails management lifecycle and settlement controls. Hands-on experience in handling TMPG claims and market claims processes. Experience in investigating cash and position breaks across multiple systems and broker statements. Strong knowledge of trade lifecycle, settlement flows, and post-settlement operations.

Required Skills: Strong knowledge of Fixed Income reconciliation and settlement processes. Good understanding of TMPG guidelines and claims methodology. Experience in fails reporting, claim calculation review, and dispute resolution. Strong analytical and problem-solving skills. Ability to manage high volumes and work under tight deadlines. Excellent stakeholder management and communication skills. Strong control mindset with attention to detail. Good Excel skills for data analysis and reporting.

Preferred Systems Knowledge: TLM / Gresham / TriResolve Murex / Omega / Bloomberg Custodian and broker reporting platforms Excel-based reporting / automation tools

Key Competencies: End-to-end process ownership Risk and control awareness Escalation management Stakeholder collaboration Team mentoring and leadership support Process improvement mindset

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Our Syndicate Operations Analyst / Associate will work on the syndicate desk in the New York Debt Capital Markets (DCM) team. This is an in-office role requiring physical presence and constant communication with colleagues. The Syndicate desk markets, structures and executes fixed income related transactions on behalf of issuers.

As our Analyst/Associate, Syndicate Operations, you will:

• Be responsible for booking all tickets on primary offerings, run hedge books on transactions, spot US Treasuries on pricing calls, reconcile order books with syndicate members (other banks which are active bookrunners), and maintain up-to-date transaction details / pricing information
• Liaise with counterparts at joint book running banks to confirm allocations, Bill and Delivers, and trade bookings as well as process new issues trades and ensure accurate trade capture and P&L reporting with Product Control
• Help organise roadshows for global clients by working with markets teams to schedule investor meetings
• Be involved in technology projects including helping design, set development requirements and test our in-house book builder
• Assist on projects building a FIX connection with vendors such as Direct Books, S&P and Bloomberg TOMS
• Practice our Stay Safe agenda managing short and long positions, managing US Treasury risk on hedge books with investor Treasury passes to the US rates desk, vendor system administration, point person for Regulatory Reporting, Compliance, Market Risk and Product control teams
• Liaise with settlement teams to ensure smooth closing of new issues, Euroclear and DTC eligibility, while escalating trade fails

You'll likely have the following skills to succeed in this role:

• FINRA Series 7, 63 and 79 licenses required. A contingency period to obtain licensing can be provided at manager's discretion
• Experience using Bloomberg TOMs
• A passion for people and building trusted relationships with enthusiasm to grow our platform
• Strong verbal and written communications skills
• Understanding of Stay Safe agenda
• Strong Windows capabilities; Excel and Word
• Ability to provide analytical support whenever needed

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Responsibilities:

• Provide application support for EQ Derivatives Vol and Convertible Bond tools/analytics users, including troubleshooting derivatives pricing/risk-related issues and training users on various platforms.
• Support Millennium's tools around Vol Analytics/Market data/Pricers/Risk as well as external tools for Convertible bonds pricing, including testing, marketing, and implementing algorithms with PM teams.
• Build tools/scripts for efficient monitoring and support for intra-day and EOD jobs, platform performance measurement, and enrich market data time-series datasets.

Qualifications:

• 5 years front-office trading support/Dev experience preferred.
• Knowledge and good understanding of Equity Derivatives products as well as Convertible bonds and knowledge of volatility surfaces/forward calibration.
• Python, Unix shell scripting, and ability to understand Java environment.
• Experience with Asian listed and OTC derivatives market, including any understanding of structured products impact/warrants markets is preferred.
• Good team player – one who is able to prioritize competing demands in a fast-moving, high-pressure environment.
• Possesses a strong sense of urgency.
• Excellent written and oral communication skills.
• Detail-oriented, demonstrates thoroughness, and strong ownership of work.
• Quick thinker and problem solver, able to think on their feet and make informed decisions to resolve/mitigate issues.
• Experience with vendors like Bloomberg/Reuters/IHSMarkit/ICE-Cscreen/Monis/other vendors would be a big plus.

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BlackRock is trusted to manage more money than any other investment manager in the world, helping millions of people and the world's biggest institutions and governments reach their investing goals. We challenge businesses to reach higher standards by leading with purpose and promoting policies and practices that support long-term value creation. We use technology to think beyond what is possible and bring greater transparency to investing while democratizing access. Our promise to our clients is to deliver products and services that provide clarity on the financial markets to help influence better investment decisions.

Global Product Strategy (GPS)

Global Product Strategy is responsible for shaping BlackRock's product architecture and driving the commercial strategy across regions and asset classes. The team partners with investment, distribution, and risk groups to ensure our product range meets client needs, regulatory requirements, and long-term growth objectives. GPS plays a critical role in product development, positioning, and lifecycle management, ensuring alignment with BlackRock's strategic priorities and market trends.

Equity Product Strategy

The Equity Product Strategy (EPS) team is a group of technical ETF and Index Mutual Fund specialists whose aim is to help clients navigate the indexing landscape and drive the commercial agenda across our EMEA ETF and Index Mutual Fund product ranges. The team provides technical insight and analytics to clients while also driving client engagement through thought leadership, educational and tactical content. They cover the full equity range from broad equity beta exposures through to more targeted precision exposures including factors, thematics, sectors, alternatives and commodities. The team also covers Index Asset Allocation (IAA), BlackRock's client portfolio management platform which leverages BlackRock's portfolio management capabilities and the breadth of the iShares ETF and fund range.

Key Responsibilities:

Support BlackRock's Global Client Business teams by responding to daily client and internal requests, providing high-quality technical product and market insights

Support EPS team members with analysis, client meeting preparation and proposal development.

Develop, maintain, and enhance recurring product content, including client decks, product brochures, and regular communications across ETFs, index funds, and IAA

Deliver asset-class-specific strategic and tactical content to sales teams, clients, and internal BlackRock partner groups

Partner with cross-functional teams (e.g., Sales, Product Development, Risk, Portfolio Management) to deliver analysis, product positioning, and technical support

Improve and streamline team processes and workflows to maximise efficiency; leverage coding/IT skills to automate manual tasks and support scale initiatives

Knowledge/Experience:

Demonstrable interest in and understanding financial markets, the ETF industry, macroeconomic events and market trends

2-4 years experience in the asset management industry, with a preference for exposure to ETFs, index mutual funds or other relevant areas

A strong desire and ability to work in a collaborative, team-oriented environment

Strong client communication skills, including the ability to simplify complex concepts or provide deeper, more technical explanations as required

A proactive, problem-solving mindset, with the ability to effectively synthesise outputs from multiple technology platforms and systems

Skills/Qualifications:

Bachelor's degree or equivalent business experience required; and/or Masters/CFA a plus

Strong written, analytical, presentation and communication skills, both verbal and written.

Proven experience with Excel, PowerPoint as well as Bloomberg or similar systems is a plus

Knowledge of an additional European language is an advantage

Our benefits

To help you stay energised, engaged and inspired, we offer a wide range of employee benefits including: retirement investment and tools designed to help you in building a sound financial future; access to education reimbursement; comprehensive resources to support your physical health and emotional well-being; family support programs; and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.

Our hybrid work model

BlackRock's hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.

About BlackRock

At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children's educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.

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The role is focused on Level 1+ support of Millennium's Rates, Credit, Mortgages, Commodities, and FX trading platforms, and monitoring systems.

Responsibilities

• Provide Level 1+ support for Fixed Income, Commodities, and FX Trading System users.
• Build up an understanding of various trading, trade processing, and risk reporting systems, including Front-end trading, Trade Capture, Risk and Pnl, Trade Repository, and Prime Brokerage clearing.
• Troubleshoot trade-related issues and train users on various platforms.
• Support Millennium's proprietary platform for electronic and algo trading, including testing, capturing requirements, and marketing and implementing algos with our PM teams.
• Monitor and support intra-day and EOD jobs, platform performance, enhance, and support of trade processing platform.

Qualifications

• 3-5 years front office trading support experience preferred.
• Knowledge and understanding of fixed income products (Rates, Credit, Futures, Derivatives), Commodities, and FX.
• Good team player who is able to prioritize competing demands in a fast-moving, high-pressure environment.
• Possesses a strong sense of urgency.
• Excellent written and oral communication skills.
• Detail-oriented, demonstrates thoroughness, and strong ownership of work.
• Quick thinker and problem solver, able to think on their feet and make informed decisions to resolve/mitigate issues.
• Experience with 3rd party trading systems (Bloomberg FIT/ALLQ/FXGO/CDX/IRS, Brokertec, Tradeweb, MarketAxess, Trading Technologies (TT), WebICE, CME Direct, etc.) is a plus.
• Experience with Bloomberg and/or Reuters is a plus.
• Interest in financial markets and news a plus.
• Unix shell experience a plus.

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The ideal candidate will have a strong background in financial services, specifically in Bank Debt, Security Master and Reference Data. They will be a self-starter with close attention to detail, able to implement and maintain new systems, procedures, and controls, and possess strong communication and interpersonal skills.

This is a full-time position with an estimated base salary range of $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package.

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The candidate will be a key contributor in the review and validation of pricing models and methodologies, the analysis and explanation of P&L, and the onboarding of new and complex products.

Principal Responsibilities:

• Valuations , Oversee and enhance the configuration of internal systems and calibration of pricing models for equity derivative products. Source, validate, and analyze market data, including external volatility surfaces and curves, to ensure accuracy and integrity of marks.

• Pricing & Mark Sign-Off , Maintain intraday and end-of-day pricing procedures and controls. Responsible for publishing and signing off on the firm's official end-of-day marks, surfaces, and curves across equity volatility and exotic products.

• P&L Explanation & Attribution , Analyze and explain daily P&L, decomposing performance into its key drivers: Greeks-based attribution, idiosyncratic events, and trading activity. Identify, investigate, and resolve breaks in collaboration with trading, risk, and finance. Prepare attribution reports for senior management and run ad-hoc analysis when required.

• Methodology Review & Testing , Evaluate and test pricing and marking methodologies proposed by quant or vendor teams. Provide practitioner-level feedback on model assumptions, calibration approaches, and operational applicability.

• New Product Onboarding , Oversee the setup and integration of new equity derivative products into the firm's infrastructure, coordinating across technology, quant, risk, and portfolio management.

• Primary Interface , Act as a senior point of contact for portfolio managers on pricing, valuation, risk, and product setup matters. Coordinate across departments to resolve issues efficiently.

Qualifications/Skills:

• 5+ years of professional experience in a relevant role such as equity derivatives trading, trader assistant, risk management, product control, or valuations

• Advanced degree in a quantitative discipline preferred

• Deep knowledge of Equity Derivative products including vanilla options, variance/volatility swaps, TRF/TRS, dividend swaps, and exotic products , with particular emphasis on volatility products

• Strong familiarity with P&L explanation and attribution in an equity derivatives context

• Demonstrated ability to understand, evaluate, and test complex pricing methodologies

• Programming experience (Python, VBA, etc) needed with a focus on data analysis.

• Proficiency with Bloomberg and Reuters and other market data sources

• Experience engaging and collaborating with technology and quant teams to drive system enhancements

• Highly detail-oriented with strong ownership, sound judgment, and the ability to prioritize in a high-pressure environment

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

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You will collaborate closely with technical teams to support the development and refinement of new AI capabilities, with a primary focus on quantitative financial risk management domains. Your expertise will drive the selection and rigorous resolution of complex risk-related problems, including market risk modeling, credit and counterparty risk, liquidity and funding risk, operational and model risk, stress testing & scenario analysis, Value at Risk (VaR)/Expected Shortfall (ES), risk attribution, capital allocation (economic/regulatory), and enterprise-wide risk frameworks under regulatory regimes (Basel, Dodd-Frank, IFRS 9, etc.).

This role requires exceptional quantitative rigor, rapid adaptation to evolving guidelines, and the ability to deliver precise, technically sound critiques, derivations, and solutions in a fast-paced environment. As a Finance Risk Expert, you will directly support xAI's mission by helping train and refine frontier AI models. You will teach the models how risk professionals quantify uncertainties, model tail events, assess portfolio vulnerabilities, ensure regulatory compliance, perform stress testing, and make data-driven decisions to protect capital and maintain financial stability.

Your tasks may include recording audio walkthroughs of risk models, participating in video-based scenario reasoning, or producing detailed quantitative risk analysis traces. All outputs are considered work-for-hire and owned by xAI.

Responsibilities:

• Use proprietary annotation and evaluation software to deliver accurate labels, rankings, critiques, and comprehensive solutions on assigned projects
• Consistently produce high-quality, curated data that adheres to strict quantitative and regulatory standards
• Collaborate with engineers and researchers to develop and iterate on new training tasks, risk-specific benchmarks, and evaluation frameworks
• Provide constructive feedback to improve the efficiency, precision, and usability of annotation and data-collection tools
• Select and solve challenging problems from financial risk domains where you have deep expertise

Basic Qualifications:

• Master’s or PhD in a quantitative discipline: Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Econometrics, Risk Management, Operations Research, Physics, Computer Science (with risk/finance focus), or closely related field or equivalent professional experience as a quantitative risk analyst, risk modeler, or risk quant
• Excellent written and verbal English communication (technical reports, regulatory documentation, explanatory breakdowns)
• Strong familiarity with financial risk data sources and platforms (Bloomberg, Refinitiv, Moody’s Analytics, S&P Capital IQ, RiskMetrics, internal bank risk systems, regulatory filings, Basel/FRB datasets, etc.)
• Exceptional analytical reasoning, attention to detail, and ability to exercise sound judgment with incomplete or ambiguous data

Preferred Skills and Experience:

• Professional experience in quantitative risk management, model development/validation, or risk analytics at a bank, hedge fund, asset manager, insurance company, regulator, or consulting firm
• Track record of publication(s) or contributions in refereed journals/conferences on risk, econometrics, statistics, or quantitative finance
• Prior teaching, mentoring, or training experience (university, industry workshops, regulatory training)
• Proficiency in Python/R for risk modeling (pandas, NumPy, SciPy, statsmodels, QuantLib, PyTorch/TensorFlow for ML risk models, etc.) and familiarity with risk systems (Murex, Calypso, Numerix, etc.)
• Experience with Monte Carlo simulation, copula models, stochastic processes, time-series analysis, extreme value theory, or machine learning for risk (anomaly detection, credit scoring, etc.)
• Knowledge of regulatory capital frameworks (Basel III/IV, FRB CCAR, SR 11-7 model risk guidance, IFRS 9/CECL, Solvency II)
• CFA, FRM, PRM, CQF, or similar risk-focused certifications
• Previous exposure to large language models, AI safety, or quantitative evaluation pipelines

Location and Other Expectations:

• Tutor roles may be offered as full-time, part-time, or contractor positions, depending on role needs and candidate fit
• For contractor positions, hours will vary widely based on project scope and contractor availability, with no fixed commitments required
• Tutor roles may be performed remotely from any location worldwide, subject to legal eligibility, time-zone compatibility, and role specific needs
• For US based candidates, please note we are unable to hire in the states of Wyoming and Illinois at this time
• We are unable to provide visa sponsorship
• For those who will be working from a personal device, your computer must meet xAI’s minimum hardware requirements

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This position demands a dynamic approach to learning and adapting in a fast-paced environment, where your ability to interpret and execute tasks based on evolving instructions is crucial. As a Quantitative Finance Expert, you will play an essential role in advancing xAI's mission by supporting the training and refinement of xAI’s AI models. Quantitative Finance Experts teach our AI models about how people interact and react, as well as how people approach issues and discussions in quantitative finance. To accomplish this, Quantitative Finance Experts will actively participate in gathering or providing data, such as text, voice, and video data, sometimes providing annotations, recording audio, or participating in video sessions.

Responsibilities:

• Use proprietary software applications to provide input/labels on defined projects.
• Support and ensure the delivery of high-quality curated data.
• Play a pivotal role in supporting and contributing to the training of new tasks, working closely with the technical staff to ensure the successful development and implementation of cutting-edge initiatives/technologies.
• Interact with the technical staff to help improve the design of efficient annotation tools.
• Choose problems from quantitative finance fields that align with your expertise, focusing on areas like portfolio optimization, derivatives pricing, or high-frequency trading backtests, providing rigorous solutions and model critiques where you can confidently provide detailed solutions and evaluate model responses.
• Regularly interpret, analyze, and execute tasks based on given instructions.

Basic Qualifications:

• Must possess a Master's or PhD in a quantitative finance-related field (Quantitative Finance, Financial Engineering, Financial Mathematics, Applied Mathematics, Statistics, Economics with quantitative focus, or related disciplines) or equivalent professional experience as a quantitative trader or analyst.
• Proficiency in reading and writing, both in informal and professional English.
• Strong ability to navigate various financial information resources, databases, and online resources (e.g., Bloomberg, Reuters, SEC filings).
• Outstanding communication, interpersonal, analytical, and organizational capabilities.
• Solid reading comprehension skills combined with the capacity to exercise autonomous judgment even when presented with limited data/material.
• Strong passion for and commitment to technological advancements and innovation in quantitative finance.

Preferred Skills and Experience:

• Professional experience as a quantitative trader or analyst.
• Possesses experience with at least one publication in a reputable finance or economics journal or outlet.
• Teaching experience as a professor
• Familiarity with Python/R for financial scripting or ML libraries (e.g., QuantLib)
• FRM (Financial Risk Manager)
• CQF (Certificate in Quantitative Finance)
• PRM (Professional Risk Manager)
• CAIA (Chartered Alternative Investment Analyst)
• CFA (Chartered Financial Analyst)

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Responsibilities: Use proprietary software to deliver precise inputs, labels, and annotations for equity research projects, producing high-quality training data for AI models. Create and curate realistic, high-fidelity scenarios involving sector and company analysis, financial modeling, valuation methodologies (DCF, comparable companies, precedent transactions), earnings forecasts, investment thesis development, and research report preparation. Develop detailed examples of coverage initiation, earnings analysis, estimate revisions, industry-specific data analysis, and investment recommendation frameworks. Partner with technical staff to support the development of new AI tasks and contribute to innovative tooling. Help design and refine efficient annotation tools tailored to equity research workflows. Identify, analyze, and break down complex investment analysis problems aligned with your professional experience to improve model performance. Execute tasks accurately while maintaining consistency and adapting to new requirements.

Basic Qualifications: Minimum of 2 years of professional experience in sell-side or buy-side equity research, with demonstrated sector coverage responsibility. Proficiency in financial modeling, valuation techniques, and financial statement analysis. Strong command of written and spoken English (informal and professional). Excellent communication, interpersonal, analytical, and organizational skills. Superior reading comprehension and ability to exercise sound independent judgment with incomplete or ambiguous information. Genuine interest in technological innovation and its application to investment research.

Preferred Skills and Experience: Relevant certifications (e.g., FINRA licenses such as Series 7/63/86/87, current or expired). Familiarity with Bloomberg, FactSet, Capital IQ, or similar research platforms. Experience writing and publishing research notes, earnings summaries, or coverage reports for institutional clients. Experience mentoring or training junior associates in research methodologies, modeling best practices, or report writing. Quantitative mindset with ability to integrate structured data insights into fundamental analysis. Comfort recording audio or video sessions for data collection purposes. Prior exposure to AI, machine learning, data visualization, or data annotation workflows.

Location and Other Expectations: Tutor roles may be offered as full-time, part-time, or contractor positions, depending on role needs and candidate fit. For contractor positions, hours will vary widely based on project scope and contractor availability, with no fixed commitments required. Tutor roles may be performed remotely from any location worldwide, subject to legal eligibility, time-zone compatibility, and role-specific needs. For US-based candidates, please note we are unable to hire in the states of Wyoming and Illinois at this time. We are unable to provide visa sponsorship. For those who will be working from a personal device, your computer must be a Chromebook, Mac with MacOS 11.0 or later, or Windows 10 or later.

Compensation and Benefits: US-based candidates: $45/hour - $100/hour depending on factors including relevant experience, skills, education, geographic location, and qualifications. International candidates: Information will be provided to you during the recruitment process. Benefits vary based on employment type, location, and jurisdiction. Benefits for eligible U.S.-based positions include health insurance, 401(k) plan, and paid sick leave. Specific details and role-specific information will be provided to you during the interview process.

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Join the world's largest asset manager and elevate your career in valuations governance. As a Valuations Governance Associate, you will play a key role in supporting the investment valuation function for private, illiquid investments. You will work closely with investment teams, external valuation providers, and auditors to ensure accurate and timely valuations.

Team Overview

The Private Valuation Team within Alternative Operations supports the investment valuation function for private, illiquid investments. The team focuses on adding value by providing valuation oversight and coordination of valuations and supporting documentation.

Role Responsibility

• Prepare valuation documentation for private equity, private debt, and other alternative investments.
• Support monthly and quarterly valuation cycles.
• Manage workflow of data to 3rd party valuation firms; working with investment teams to ensure all relevant information is incorporated into valuations.
• Provide high-quality client service externally and internally. Address inquiries, perform controls, problem solve, and mitigate risks for clients and internal BlackRock partners.
• Initiate and help drive platform and process innovations to support expanding business needs, minimise risk, enhance quality, and navigate the changing markets.
• Review and tie out of valuation templates received from third-party service providers. Communicate any comments and coordinate sign-off in coordination with Investment, Pricing, and Fund Administration teams.
• Review legal documents to determine rights associated with new securities purchased.
• Prepare materials to be provided to the Valuation Committee and presenting findings to Pricing Committees and other management as necessary.
• Liaise with independent auditors. Provide support for valuations and answer questions as necessary in a controlled and efficient manner.
• Perform a review of fair value reporting provided by underlying managers and Co-Investment sponsors.
• Operate as part of a global team.

Experience

• Bachelor's degree is required, with a preference for Accounting or Finance.
• 2 to 5 years of relevant experience, private investment valuation experience preferred.
• Solid understanding of ASC 820 and IFRS 13, familiarity with PWERM, OPM, and Current Value valuation techniques preferred.
• Ability to work with and manage financial data and build summarised reports.
• Experience building, testing, and implementing valuation models.
• Natural standout colleague able to work in an innovative, ambitious, and fast-paced environment while maintaining attention to detail.
• Excellent verbal and written communication skills combined with agile critical thinking and a problem-solving mindset.
• Ability to quickly learn the intricacies of complex financial instruments.
• Working knowledge of Bloomberg, Reuters, Interactive Data, and MS Office Suite as well as SQL, Unix commands, PERL, etc. is an advantage.

Our benefits

To help you stay energized, engaged, and inspired, we offer a wide range of employee benefits including: retirement investment and tools designed to help you in building a sound financial future; access to education reimbursement; comprehensive resources to support your physical health and emotional well-being; family support programs; and Flexible Time Off (FTO) so you can relax, recharge, and be there for the people you care about.

Our hybrid work model

BlackRock's hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.

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What you'll do

• Monitor asset and liability portfolio by segment profile using risk metrics (DV01, WAL, etc) and employ hedging to mitigate Interest rate and FX risk.
• Collaborate with consumer sales & marketing and wholesale dealer finance teams on new originations and cost of funds quotations.
• Communicate analysis of derivatives position, fair valuation and assessment methods to management, auditors and SOX team.

What you need

• Minimum 8 years treasury, investment banking, investment management, and/or financial risk management experience.
• Financial analysis, hedging / trading derivative instruments, financial accounting, financial applications (Bloomberg Terminal, Bloomberg MARS, SS&C Savid, GTreasury, or FIS Bancware).

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