Job Description
About the position Responsibilities • Design, develop, validate, and deploy financial models that produce cash flows and security valuation and risk analytics with a focus on mortgages or other securitized assets. • Enhance BlackRock's Aladdin platform with new security analytic features, models, and processes in response to market demands and industry events, regulatory regime changes etc. in the securitization space. • Understand rapidly evolving markets & stakeholder needs to influence the analytics roadmap. • Create frameworks for and directly manage the prioritization of the work, which encompasses models and its analytics capabilities, downstream components and the overall calculation infrastructure which underpins Aladdin. • Define processes for quality control and maintenance of analytics models to ensure best in class robustness and reliability of Aladdin's analytics outputs. • Utilize advanced analytics and communication skills to collaborate with BlackRock's Aladdin clients, portfolio & risk managers, and articulate clear financial modeling specifications. • Understand production processes and liaise with partner teams to ensure smooth model deployments and maintenance. • Create and improve documentation for analytical models and processes for internal and external consumption. • Resolve complex analytical enquiries with a keen understanding of analytics and models. • Stay abreast on global finance, capital markets, geo-political scenarios, regulations and technology trends impacting BlackRock. Requirements • 3 - 5 years of experience in a highly analytical role, developing, utilizing, validating and deploying financial models. • Experience with advanced fixed income models, including valuation techniques, cash flows and its risk analytics. • Application of models and analytics within the securitized products domain is preferred. • Proven track record of orchestrating the model development lifecycle for specifications/requirements data and infrastructure planning, user acceptance testing, deployment and release communications. • Project management expertise with demonstrated ability to spearhead ambiguous cross-functional initiatives with financial modelers, engineers and product managers. • Agile Product Management experience is a plus. Nice-to-haves • Excellent quantitative and analytics skills. • Ability to identify problems, design and articulate solutions, and implement change. • Advanced degree in Engineering, Finance, Mathematics, Business Management or some other quantitative field of study preferred. • Bachelor's degree is required. • Fixed income and Finance knowledge, including an understanding of bond math and risk. • Previous experience in mortgages and/or securitized products is a plus. • Extensive knowledge and understanding of financial markets and ability to comprehend the impact of market events. • Technical aptitude, including experience in C++, XML, Python, R, Linux, SQL and other scripting languages. • Exceptional communication and presentation skills. • Ability to collaborate with both technical and non-technical personnel and to explain complex concepts to the non-technical people in simple and intuitive terms. • Detail-oriented, organized, and committed while leading multiple projects. • Pro-activeness, ability to multi-task, prioritize, set and meet deadlines, and strong attention to detail. • Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designation is a plus. • Knowledge of PowerBI, Azure DevOps and Aha! is a plus. Benefits • Strong retirement plan • Tuition reimbursement • Comprehensive healthcare • Support for working parents • Flexible Time Off (FTO) Apply tot his job