Portfolio Risk Modeler Data Lead, Vice President I

Blackrock

Hybrid

Quick summary

Work type
Hybrid
Location
New York, NY
Salary
$170,000–$225,000 / yr
Posted
1 day ago
Nearby
99+ roles within 25 mi

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $168k
This role $198k
$125k most similar roles pay here $236k

This role pays more than 73% of similar roles. Most pay $135,500–$199,700 — the shaded band above. At the midpoint, this role pays about $198k versus about $168k for comparable roles.

Based on 240 similar postings.

Employer

About Blackrock

BlackRock is the world''s largest asset management firm, providing investment management, risk management, and advisory services to institutional and retail clients through its Aladdin technology platform. Industry: Asset Management & Financial Services

Blackrock currently has 105 open roles on FindRole.

Listed pay typically runs $148,000–$200,000 across 103 roles with salary data.

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At a glance

TL;DR · Portfolio Risk Modeler Data Lead, Vice President I

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As a VP-level Data Lead at BlackRock’s Aladdin Financial Engineering (AFE) team, you will oversee the data domain for global multi-factor portfolio risk models in fixed income and equity. Your responsibilities include ensuring robust data quality and usability by partnering with modeling, engineering, and upstream teams to govern and align data requirements. You will design scalable QC frameworks, implement validation rules, and monitor both input and derived model data, prioritizing improvements based on impact to model performance. Additionally, you will collaborate across functions to integrate new datasets, enhance data pipelines, and resolve issues efficiently while promoting accountability and clear communication with stakeholders. The role requires expertise in Python/SQL, a deep understanding of portfolio risk modeling data requirements, and experience managing global fixed income or equity datasets. Success in this position means delivering high-quality, well-governed data that supports smooth and predictable workflows for modeling teams.

Skills

Python SQL Data Lifecycle Management QC Frameworks Portfolio Risk Modeling Data Validation Cross-Functional Collaboration Stakeholder Management Global Fixed Income Data Equity Datasets AI/ML Techniques Data Governance Data Pipelines Data Integration Modeling Workflows Data Quality Control

What you'll do

  • Own and execute the data domain for portfolio risk models, ensuring high standards of quality.
  • Define and evolve scalable QC frameworks aligned with modeling needs for accuracy and consistency.
  • Design and implement data validation rules and QC logic for both input and derived model data.
  • Drive improvements in data integration into modeling workflows to ensure robustness and reliability.
  • Lead onboarding and evaluation of new datasets, supporting adoption of advanced techniques like AI/ML.

What we're looking for

  • 8+ years of experience supporting data in quantitative modeling, risk, or analytics environments
  • Deep understanding of global fixed income and equity datasets
  • Strong familiarity with portfolio risk modeling data requirements
  • Ability to drive data initiatives across multiple teams and workflows
  • Expertise in data lifecycle management, QC frameworks, and validation processes
  • Proficiency in prototyping and validating data logic using Python/SQL
  • High ownership, attention to detail, and strong stakeholder management skills

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