The goal of the team is to build a unified set of risk data for decision-makers at the firm level to make informed decisions about the firm's complex set of positions. The team will be coordinating with multiple different asset-class risk teams to build the firm's high-level view, including building out individual asset-class risk analytics in cases where it is deemed necessary.

This role involves research into using many different statistical and probabilistic techniques to evolve the firm's understanding of risk. Key to the role will be understanding the ways in which different market structures impact their individual asset classes, the behavior of large market participants, shared traits of popular trading strategies, and developing probabilistic methodologies to anticipate potential stress scenarios.

Responsibilities:

• Build and validate cross-asset risk measures.
• Identify market factors across asset classes and identify common risk premia trades.
• Apply feature discovery and classification-style ML to identify and interpret portfolio/trade drivers with careful validation and robustness testing.
• Partner closely with asset class risk teams to test assumptions, interpret results, and drive adoption of the analytics.
• Develop forward-looking scenario models, identifying risks in the firm shared across asset classes.

Requirements:

• 1–5 years of hands-on experience in quantitative research, modeling, or applied ML
• Strong foundation in applied mathematics / statistics / machine learning (especially probability theory, linear algebra, calculus, and statistics)
• Demonstrated ability to design, implement, and validate models from scratch (not just apply off-the-shelf packages)
• Python proficiency for research prototyping and analysis
• Experience with deep learning frameworks (For example, PyTorch/TensorFlow)
• Strong research habits: hypothesis formation, experimentation, back testing/validation, and clear communication
• Financial markets experience is helpful but not required

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future.

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The teams we are hiring to are:

• Model Governance Team
• Single Security Pricing Team
• Performance Attribution Team
• Private Markets SWAT Team

While the specific responsibilities vary by team, all positions focus on building robust, scalable technology and quantitative models that support investment decision making, risk management, and regulatory requirements for BlackRock and its global client base.

You will be part of a diverse and collaborative team of over 400 modelers and technologists in Aladdin Financial Engineering (AFE), the business responsible for the research and development of Aladdin’s financial models. This group is also accountable for analytics production, enhancing the infrastructure platform and delivering analytics content to portfolio and risk management professionals (both within BlackRock and across the Aladdin client community).

We are passionate about building high quality models to meet the needs of tomorrow and delivering solutions for both BlackRock investment users and over 100 global financial firms. You will have the opportunity to develop in C++, Python or other programming languages, with cutting edge technologies.

Requirements:

• Graduate degree in a technical field (Maths, Statistics, Computer Science and/or Engineering, Finance, Econometrics, Physics)
• Postgraduate degree in a technical field is a plus
• 2+ years of relevant working experience
• Strong programming skills and experience using Python or C++ to conduct statistical/econometric analyses
• Strong knowledge of financial, mathematical, and statistical theory
• Strong oral and written (English language) communication skills that enable complex ideas to be readily understood by team members and clients
• Enthusiasm, flexibility, and maturity to adapt to the needs of a dynamic group and deliver within strict time frame
• Good time management skills including the ability to handle multiple projects
• An ability to translate real business problems into technical solutions
• Ability and willingness to learn fast, multi-task, self-motivate and pick up new things easily.

Good to have:

• Knowledge of Private Markets and/or Performance Attribution modelling background is a plus
• Knowledge of Unix/Linux, Git is a plus
• Stochastic calculus background

Our benefits include 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 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.

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What you'll do

• You will work on implementation of feature's core logic, game flows, and screens/components.
• You will work on technical solutions covering main areas of game development technologies, game features and optimizations of frame-rate and load-times
• You will provide feedback, guidance and solutions for improvement and optimizations
• You will work with other domain owners to integrate and develop technologies into the game
• You will analyze impact to above mentioned metrics throughout the development cycle

What you need

• 6+ years of experience in C++ software development
• Proficiency in integrating and maintaining large-scale systems covering multiple domains
• Understanding of memory management, multithreaded job system and run-time optimization and job-based architectures might come in handy
• Knowledge of assembler, scripting languages (Python, Lua) and C#
• Experience with 3rd party APIs
• Skills debugging complex applications
• Strong understanding of geometry, linear algebra, calculus, and physics as they pertain to transformations and motions in 3D Space
• Bachelor's degree in computer science or related field, or equivalent training and professional experience
• Experience with any of these beneficial, but not required: XBOX and PlayStation platforms; Mobile, PC, or Cloud-based games, graphics libraries such as DirectX, OpenGL, or Metal

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