Portfolio Risk Modeler Data Lead, Vice President II

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
$126k most similar roles pay here $236k

This role pays more than 74% of similar roles. Most pay $136,237–$198,800 — 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 II

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The VP-level Data Lead role at a leading financial firm involves driving the data domain for global multi-factor portfolio risk models across fixed income and equity, ensuring robust data quality and governance. This position requires end-to-end ownership of data validation and usability, partnering with modeling, engineering, and upstream teams to integrate high-quality datasets into workflows. Key responsibilities include designing scalable QC frameworks, implementing data validation rules, and collaborating on new dataset integration while maintaining strong stakeholder relationships. The ideal candidate has 8-12+ years of experience in quantitative modeling or risk environments, a deep understanding of portfolio risk modeling data requirements, and proficiency with Python/SQL for prototyping data logic. This role demands expertise in global fixed income and equity datasets, as well as the ability to manage complex cross-functional initiatives effectively.

Skills

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

What you'll do

  • Own the data domain for portfolio risk models, ensuring high standards of quality and usability.
  • Define and evolve scalable QC frameworks aligned with modeling needs.
  • Design and implement data validation rules and QC logic for input and derived model data.
  • Drive improvements in data integration into modeling workflows.
  • Lead onboarding and evaluation of new datasets for modeling and research.

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 with strong familiarity in portfolio risk modeling data requirements.
  • Proven ability to drive data initiatives across multiple teams and workflows.
  • Strong skills in data lifecycle management, QC frameworks, and validation processes.
  • Experience in prototyping and validating data logic using Python/SQL or similar tools.
  • Excellent stakeholder management and execution focus with high ownership and attention to detail.

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