BlackRock · 2 days ago

Associate, Rates & Derivatives Analytics Expert

New York, NY

Full-time

Hybrid

Mid Level

$115K/yr - $140K/yr

3+ years exp

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Responsibilities

In partnership with our Modeling & Research team; review the existing Treasury Futures and Yield curves model methodology and improve documentation for analytical models and processes for internal and external consumption.

Work closely with partner teams to scope, build, and maintain enhanced performance monitoring for most critical and widely used single security models and address issues when identified.

Design, test, and deploy enhanced rates and derivatives financial models.

Enhance BlackRock’s Aladdin platform with new security analytics, models, and processes in response to market demands and industry events, regulatory regime changes etc.

Define processes for quality control and maintenance of analytics models to ensure best in class robustness and reliability of Aladdin’s analytics output

Utilize advanced analytics and communication skills to collaborate with BlackRock's clients, portfolio & risk managers, and articulate clear financial modelling specifications.

Understand production processes and liaise with partner teams to ensure smooth model deployments and maintenance.

Resolve complex analytical enquiries with a keen understanding of analytics and models

Mentor and train junior analysts as they build expertise and gain exposure.

Stay abreast on global finance, capital markets, geo-political scenarios, regulations and technology trends impacting BlackRock

Qualification

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Financial modelingAdvanced analyticsFuturesOptions valuationFixed income valuationInterest rate modelingC++XMLLinuxSQLScripting languagesPythonAdvanced excelProject managementFinanceMathematicsBusiness managementQuantitative analysisDetail-orientedOrganizedCommittedPro-activenessMulti-taskingPrioritizingMeeting deadlinesAttention to detailCFAFRM