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Quantitative Modeler, Associate

Backend Developer • Vor Ort • Vollzeit • 📍 Budapest

Within BlackRock's Quantitative Modeling and Research (QMR) team, part of Single Security Pricing (SSP), you design and maintain large-scale C++ analytics libraries for risk and valuation models spanning interest rates, FX, inflation, equity and credit. The team emphasizes performance, correctness and modern C++ practices while solving real business problems. It supports BlackRock's $13T+ AUM and the broader Aladdin client base.

Stack

Responsibilities

▹Design, build and maintain large-scale C++ analytics libraries at massive scale
▹Lead the design of modern frameworks and abstractions for quantitative models
▹Champion modern C++ practices, testing, performance profiling and CI/CD
▹Leverage modern hardware and parallel computing for efficient analytics
▹Collaborate closely with quantitative researchers, engineers and business partners

Requirements

▹Graduate degree in a quantitative field (Math, CS, Engineering or Physics)
▹Expertise in C++
▹Understanding of Fixed Income valuation and modelling concepts (yield curve, risk-neutral pricing, stochastic model calibration)
▹Strong analytical mindset
▹Excellent communication skills for non-technical audiences

Nice to have

▹Advanced degree
▹Experience with AI-assisted development tools
▹Experience with parallel computing and modern hardware

Soft skills

Analytical mindsetCommunication of complex ideas to non-technical counterpartsCollaboration across teamsPragmatic, business-grounded engineering mindset

What we offer

▹Retirement investment tools and education reimbursement
▹Physical health and emotional well-being resources
▹Family support programs
▹Flexible Time Off (FTO)
▹Hybrid work model (4 days office, 1 day home)

Languages: angol

Education: Mesterfokozat (graduate degree) kvantitatív területen (matematika, számítástechnika, mérnöki vagy fizika)