Quantitative Modeler, Vice President

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BlackRock Hungary Kft.
Munkavégzés helye

Távmunka / Remote

Munkaidő, foglalkoztatás jellege
- Teljes munkaidő
- Általános munkarend
Elvárások
- Nem kell nyelvtudás
- 5-10 év tapasztalat
- Egyetem

Állás elmentve

A hirdetést eltávolítottuk a mentett állásai közül.

Responsibilities

Understand the implementation of Fixed Income Derivative Pricing Models, written in C++: yield curve, inflation, FX and volatility derivative models
Quantitative Modeling: Analyze model output, time-series to define correctness criteria and thresholding to be measured every day. Implement such tests in Python
Interact with Model Risk Management to get Model Performance Monitoring Tests approved
Model Infrastructure: Reporting Infrastructure for Model Breaches, Infrastructure for monitoring overnight performance tests
Model Documentation
AI: LLM project for Model Governance

Requirements

A master’s degree in a Quantitative field
5+ years in a quant/quant-dev finance with strong programming skills
Advanced hands-on Python-programmer
Basic C++ coding skills
Expertise with Software Engineering Tools/Platforms – Git/LINUX
A passion for programming
An analytical frame of mind
Excellent communication skills

What we offer

Retirement investment and tools designed to help build a sound financial future
Access to education reimbursement
Comprehensive resources to support 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

Company info

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. This mission would not be possible without our smartest investment – the one we make in our employees. It’s why we’re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive. As a global investment manager and fiduciary to our clients, our purpose at BlackRock is to help everyone experience financial well-being. Since 1999, we've been a leading provider of financial technology, and our clients turn to us for the solutions they need when planning for their most important goals.