Quantitative Modeler, Associate - Securitized Products Modeling Team

Blackrock

Hybrid

Quick summary

Work type: Hybrid
Location: New York
Salary: $137,500–$170,000 / yr
Posted: 68 days ago
Nearby: 99+ roles within 25 mi

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Salary context

Competitive pay

How this pay compares to similar roles

Similar $181k

This role $154k

$128k most similar roles pay here $225k

This role pays less than 66% of similar roles. Most pay $146,175–$215,440 — the shaded band above. At the midpoint, this role pays about $154k versus about $181k 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 101 open roles on FindRole.

Listed pay typically runs $147,500–$195,000 across 101 roles with salary data.

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At a glance

TL;DR · Quantitative Modeler, Associate - Securitized Products Modeling Team

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The Associate Quantitative Modeler role within Aladdin Financial Engineering (AFE) Single Security involves developing and enhancing models for a variety of securitized products, including MBS, RMBS, CRT, MSR, CMBS/CRE, ABS/ABF, and CLOs. This position requires building high-quality analytics using econometric and machine learning techniques while collaborating with investment, risk, technology, and client teams to ensure model accuracy and compliance. Day-to-day responsibilities include validating models rigorously across environments, communicating complex concepts clearly to diverse audiences, and identifying opportunities for automation and scaling through the use of AI technologies. Ideal candidates have 3-4 years of experience in quantitative modeling, strong programming skills in Python or R, and a background in Computer Science, Engineering, Mathematics, Statistics, Economics, or related fields. Experience with large datasets and financial modeling platforms is beneficial but not required.

Skills

Python R C++ MachineLearning AI DataValidation ModelRiskManagement AutomationTools Econometrics SQL NoSQL CloudServices CI/CD

What you'll do

Develop and enhance securitized products models using econometric and machine learning techniques.
Validate model inputs and outputs across various environments rigorously.
Communicate complex modeling concepts clearly to both technical and non-technical audiences.
Identify opportunities to automate analytical processes and scale reporting workflows.
Own performance monitoring frameworks for models and engage in governance forums.
Collaborate with cross-functional teams to ensure analytics meet business needs.

What we're looking for

3-4 years of experience in quantitative model development and implementation.
Strong background in Computer Science, Engineering, Mathematics, Statistics, Economics, or related field.
Proficient programming skills in Python and R; familiarity with C++ is beneficial.
Ability to communicate complex analytics clearly to both technical and non-technical audiences.
Experience working with large datasets and production-level financial modeling platforms.
Knowledge of securitized products preferred but not required.

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