Vice President, Financial Modelling

Employer
BlackRock
Location
Gurgaon, India
Salary
Competitive
Posted
Jul 03, 2022
Closes
Jul 22, 2022
Ref
15680464
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Description

About this role

About this role

BlackRock is one of the world's preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary and individual investors around the world. BlackRock's mission is to create a better financial future for our clients. We have a responsibility to be the voice of the investor, and we represent each client fairly and equally. Constant communication with a diverse team of partners strengthens us and delivers better results for our clients. Continuous innovation helps us bring the best of BlackRock to our clients. BlackRock offers a range of solutions - from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world's capital markets. Our clients can access our investment solutions through a variety of product structures, including individual and institutional separate accounts, mutual funds and other pooled investment vehicles, and the industry-leading iShares® ETFs.

Business Unit Overview

Come join a diverse and collaborative team of researchers at the Financial Modeling Group (FMG) who are responsible for the research and development of financial models underpinning the risk management and relative value analytics produced at BlackRock. The group also contributes to the infrastructure platform to produce analytics and the delivery of analytic content to portfolio and risk management professionals both within and outside BlackRock. Given the diversity of business objectives among BlackRock Solutions clients and within BlackRock itself the models developed and supported by the Financial Modeling Group span a wide array of financial products, ranging from equity to fixed income to derivatives. In addition, members of FMG seek to provide analysis and insight on many different levels from analysis of the cash flows of a single bond to the overall financial risk associated with an entire portfolio, enterprise or balance sheet.

Key Responsibilities

FMG is looking for multiple quant researchers focused on CMBS and CML pricing models. The researchers' primary job responsibilities are to develop methodologies, models and analytics to help traders, portfolio managers and risk managers to better analyze credit risk and identify investment opportunities, conduct valuation or manage risks at both security level and portfolio level, and implement models into Aladdin ecosystem. We offer a dynamic, team-oriented environment with tremendous learning and growth potential.
  • Independently conducting in depth research and developing pricing models for CMBS, CML, CRE and other securitized products
  • Independently conducting model analysis and enhancing modules in production models
  • Supervising and developing various loan and security level surveillance reports and automating this into reporting framework
  • Conducting timely fixed income related analysis for trading desks, fund managers and risk managers
  • Conducting in-depth fixed income related research and presenting to institutional clients and internal fund managers, risk managers and traders
  • Communicating with internal and external clients on model factors, forecasts, performance, strength and weakness, and risk/valuation implications


Skills & Qualifications
  • Bachelor/Master (PhD is a plus) in Financial Engineer, Statistics, Computer Science, Economics, or other quantitative disciplines
  • 3 - 6 years of hands-on experience in pricing models specialized in structured products, such as RMBS, CMBS, CLO and ABS
  • Proficient programming skills in Python and C++, and hands on experience in data analysis and visualization using Python and R packages and SQL queries
  • Ability to conduct high quality model development independently
  • Strong communication skills and able to collaborate effectively in a team environment
  • Exposure to GCP, Azure, Unix is a plus
  • Prior analytics experience in machine learning is a plus


Our benefits

To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.

Our benefits

To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.

About BlackRock

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.

For additional information on BlackRock, please visit careers.blackrock.com | www.blackrock.com/corporate | Instagram: @blackrock | Twitter: @blackrock | LinkedIn: www.linkedin.com/company/blackrock

BlackRock is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age, disability, family status, gender identity, race, religion, sex, sexual orientation and other protected attributes at law.

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