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)