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Blackrock Summer Internships – Quantitative Researcher for Agency Mortgages In Boston

    Website Blackrock

    Job Description:

    Come join a diverse and collaborative team of researchers at the Financial Modeling Group (FMG) who are responsible for the research and development of financial models underpinning the risk management and relative value analytics produced at BlackRock. The group also contributes to the infrastructure platform to produce analytics and the delivery of analytic content to portfolio and risk management professionals both within and outside BlackRock. Given the diversity of business objectives among BlackRock Solutions clients and within BlackRock itself the models developed and supported by the Financial Modeling Group span a wide array of financial products, ranging from equity to fixed income to derivatives. In addition, members of FMG seek to provide analysis and insight on many different levels from analysis of the cash flows of a single bond to the overall financial risk associated with an entire portfolio, enterprise, or balance sheet.

    Job Responsibilities:

    • Work with stakeholders to maintain, develop and help understand relative value tools
    • Communicate with internal and external clients on model forecasts, outlook, performance, strength and weakness, and risk/valuation implications.
    • Conduct empirical analysis on the Agency mortgage market data and collateral datasets
    • Present original research at industry conferences and speak with institutional clients about relevant research.
    • Understand business context, build methodologies and processes to put together analysis in succinct and useful way
    • Collaborate with team and stakeholders on research for regular client publication and meetings.

    Job Requirements/Qualifications:

    • Solid programming skills (Python or C++ experience preferred) and ability and passion to learn new technologies.
    • 3+ years of experience in quantitative research and development or quantitative / statistical modeling.
    • Master in Financial Engineering/Math/Economics/Statistics/Other quantitative disciplines or a Bachelor’s degree in a quantitative discipline with relevant experience in mortgage markets and valuation
    • Prior work experience in fixed income relative value analytics and/or prepayment research modeling and understanding of the mortgage market is a plus.
    • Experience with large datasets and unstructured data is a plus.

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