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
Biztosított eszközök
- Linux
Elvárások
- Angol középfok
- 5-10 év tapasztalat
- Egyetem

Állás elmentve

A hirdetést eltávolítottuk a mentett állásai közül.

A hirdetés adatait sikeresen elküldte az email címére.

Responsibilities

Understanding implementation of Fixed Income Derivative Pricing Models written in C++
Quantitative modeling and analysis of model output and time-series
Implementation of daily model performance tests in Python
Interaction with Model Risk Management for test approvals
Development of reporting infrastructure for model breaches
Monitoring infrastructure for overnight performance tests
Model documentation
AI project involvement for Model Governance

Requirements

Master's degree in a quantitative field
5+ years experience in quant/quant-dev finance
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 mindset for model methodology analysis and quantification
Excellent communication skills for explaining complex concepts to non-technical people

What we offer

Annual discretionary bonus
Healthcare benefits
Leave benefits
Retirement benefits
Retirement savings plans and tuition reimbursement
Comprehensive physical health resources
Emotional well-being support including Employee Assistance Program and Mental Health Ambassadors
Family support programs
Flexible Time Off (FTO)
Hybrid work model with at least 4 days in office per week

Company info

BlackRock is a global investment manager and fiduciary to clients, helping people experience financial well-being. Since 1999, it has been a leading provider of financial technology, offering solutions for important financial goals.