About this role
Portfolio Risk Modeler Data Lead, Vice President I at BlackRock. Location: New York City, New York, United States. Role: owning data, validating data, onboarding data Requirements: 8+ years supporting data in quantitative modeling or risk; deep knowledge of data lifecycle, QC frameworks and validation; experience with global fixed income/equity datasets; prototyping/validation using Python and SQL; strong stakeholder management. Category: Data and Analytics Seniority: Senior Level Tools: Python, SQL, Aladdin Financial Engineering (AFE), AI/ML Commitment: Full Time Workplace: Hybrid Languages: nq, English