Description
BlackRock's Quantitative Modeling and Research (QMR) team specializes in developing sophisticated risk and valuation models for various financial products like interest rates, FX, inflation, equity, and credit. They explore novel techniques such as neural networks in quantitative finance. The role focuses on solving business problems rather than purely mathematical ones, covering extensive product ranges for BlackRock and Aladdin clients. Key responsibilities include designing and maintaining large-scale C++ analytics libraries, leading modern framework designs, championing C++ best practices, leveraging parallel computing, and collaborating with cross-functional teams.
