About this role
Private Asset Market Risk Modeler, Vice President at Blackrock. Location: London, England, United Kingdom. Role: developing models, maintaining governance, communicating results Requirements: Master's or PhD in a quantitative field (Master's +5yrs or PhD +3yrs), extensive quantitative/statistical modeling experience, Python required, experience with SQL/R/git, model governance, backtesting, and strong communication and project management skills. Category: Finance and Accounting Seniority: Mid Level Tools: Python, R, SQL, git, Aladdin Commitment: Full Time Workplace: Hybrid Languages: English