Model Risk Management, Associate, RQA

Tasks

• Conducting independent reviews of models, with a focus on those developed and maintained by the Asset Financial Engineering (AFE) group.
• Work on model reviews and other related projects for the credit, equity, and operations divisions.
• Supporting investment professionals in developing a risk management framework and implementing that framework across all areas.

Requirements

• Fluency in English, research and writing skills, marketing skills, as well as financial and administrative experience and professional skills.
• An advanced degree (BSc, MSc) in computer science with a strong background in mathematics, statistics, and analytical skills.
• 0–7 years of experience in the development or validation of quantitative models in one of the following areas: risk management, financial analytics, econometric modeling, quantitative analysis, portfolio analysis, statistics, or operations research.
• Ph.D. level and knowledge/understanding of portfolio management (either asset and liability management, or hedging and replication modeling).
• Computer skills/experience (programming languages including C#, C++, Perl, Python, MATLAB, R, and Fortran).
• Versatile engineering skills.
• Skills in model research.

We offer

• A robust and comprehensive range of insurance products covering medical care, dental care, vision care, and life insurance.
• A hybrid work model that fosters a culture of independence and transparency and helps you adapt to daily opportunities while minimizing the time spent in the office during peak hours.
• The opportunity to start out in an office setting to learn, network, collaborate, develop, and grow.
• The opportunity to accelerate your learning and collaborative experience at BlackRock.
• A unique learning experience, a competitive compensation package, and a team environment where performance is driven by a passion for excellence and a shared commitment to delivering excellence.
• A strong commitment to innovation, performance, and a collaborative environment that fosters a positive work atmosphere and work-life balance.
• Comprehensive benefits packages for various aspects of your life.