Quantitative Modeler

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Cég neve

BlackRock Hungary Kft.
Munkavégzés helye

Hibrid • Budapest

Munkaidő, foglalkoztatás jellege
- Alkalmazotti jogviszony
- Általános munkarend
Elvárt technológiák
- C++ PYTHON GIT LINUX ACCESS
Elvárások
- Angol középfok
- 5-10 év tapasztalat
- Egyetem

Állás elmentve

A hirdetést eltávolítottuk a mentett állásai közül.

Responsibilities

Understanding implementation of Fixed Income Derivative Pricing Models written in C++ including yield curve, inflation, FX and volatility derivative models
Quantitative modeling involving analysis of model output and time-series to define correctness criteria and thresholding measured daily
Implementation of tests in Python
Interaction with Model Risk Management to get Model Performance Monitoring Tests approved
Development of reporting infrastructure for model breaches
Development of infrastructure for monitoring overnight performance tests
Model documentation
AI project involvement for Model Governance using LLM

Requirements

Master’s degree in a Quantitative field
5+ years experience in quant/quant-dev finance with strong programming skills
Advanced hands-on Python programming skills
Basic C++ coding skills
Expertise with software engineering tools and platforms such as Git and LINUX
Passion for programming
Analytical frame of mind for analysis of model methodology and quantification of choices
Excellent communication skills to explain complex concepts to non-technical people

What we offer

Retirement investment and tools for building a sound financial future
Access to education reimbursement
Comprehensive resources supporting physical health and emotional well-being
Family support programs
Flexible Time Off (FTO)
Hybrid work model with at least 4 days in office per week and 1 day remote work

Company info

BlackRock is a global investment manager and fiduciary to clients, with a purpose to help everyone experience financial well-being. Since 1999, BlackRock has been a leading provider of financial technology, offering solutions for clients planning their most important goals.