The Aladdin Financial Engineering business is responsible for all analytics technology across the Aladdin platform. We research, develop, and implement state-of-the-art quantitative models used to assess financial risk across fixed income, equities, derivatives, alternative products, and private markets.
\nWithin AFE, the Portfolio and Climate Risk (PCR) modelling team plays a central role in delivering core portfolio risk analytics alongside climate, energy, and transition risk modelling capabilities used across BlackRock's investment platform.
\nThe Portfolio & Climate Risk (PCR) modelling team is responsible for the research, development, and continuous evolution of BlackRock's multi-asset portfolio risk models and climate- and energy-related risk analytics delivered through the Aladdin platform.
\nThe team leads the development of foundational portfolio risk analytics, including factor-based risk models, Value-at-Risk (VaR), tracking error, and stress testing across equities, fixed income, and derivatives. These analytics support portfolio construction, risk oversight, regulatory reporting, and client decision-making, providing a consistent and scalable risk language across investment workflows.
\nIn parallel, the team develops financially grounded climate, energy, and infrastructure risk models, including climate physical risk, energy systems, energy transition, decarbonization pathways, and geospatial analytics. These models are integrated into asset valuation, portfolio monitoring, due diligence, and client reporting, translating complex climate and energy signals into decision-relevant insights embedded across Aladdin platforms.
\nAs a Vice President in the Portfolio and Climate Risk Modeling team, you will provide technical leadership across power market and energy transition modeling while operating within a broader portfolio risk modeling ecosystem. The role combines hands-on quantitative research with strategic ownership of models, stakeholder engagement, and governance. You will help shape modeling roadmaps, mentor junior modelers, and ensure analytics meet the standards required for enterprise-scale investment use.
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\nWe are seeking an associate-level quantitative researcher to support and expand our growing suite of models for estimating the value of private assets and producing next-generation, real-time private market indices.
\nRole Description
\nThe role centers on the development, operation, and continuous enhancement of Nowcasting models—managing day-to-day index estimation, improving model performance, and ensuring a robust, high-quality production process. A key challenge will be adapting these models to new situations, data conditions, and asset-class features, and determining when extensions or methodological changes are appropriate.
\nKey Responsibilities
\nQualifications
\nOur benefits
\nTo 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.
\nOur hybrid work model
\nBlackRock’s hybrid work model is designed to enable a culture where collaboration and apprenticeship enrich 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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