Website BlackRock
Job Description:
The Aladdin Sustainability Lab (ASL) is looking for model risk and governance professionals to join its modeling team. Primary job responsibilities include creating documentation, performance metrics, model surveillance and data QC tools. These efforts are meant to ensure that the ASL model suite represents a best-in-class platform for portfolio managers to assess how climate change and energy policies impact security and portfolio valuation.
Job Responsibilities:
- Back-testing, documentation, and validation of empirical models
- Communicating with stakeholders on model factors, forecasts, performance, strength and weakness, and risk/valuation implications
- Partnering with members of the ASL and other stakeholders to improve models and data infrastructure that deliver climate risk analytics
- Creation of Data QC and Model Surveillance tools to monitor model performance and analytic reliability
Job Requirements:
- 3-12 years of experience in using econometric and statistical techniques such as regression analysis, time series modeling, etc.
- Excellent interpersonal, oral, and written communication skills
- Fluency in programming packages like Python / R is vital along with an understanding of SQL and UNIX
- Knowledge or experience with Climate Risk Modeling, Sustainability, or ESG is highly desirable
- Strong analytical skills, attention to detail, and the ability to work as part of a team in a fast-paced environment
- Experience with Model Governance, Risk, and Validation processes.
- Graduate degree with focus on economics, statistics, mathematics, engineering, or climate science
Job Details:
Company: BlackRock
Vacancy Type: Full Time
Job Location: Gurgaon, Haryana, India
Application Deadline: N/A
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