BV/BY tool developed in Python and leverage libraries from vendors such as Intex and FINCAD (calculation description attached)
Resource profile
Fixed-income modelling knowledge, structured product and fixed-to-floating model knowing is beneficial.
Diagnose differences between prop BV/BY and Aladdin Premium BV/BY model
Independently work with Blackrock calculator team to determine if differences are due to model, accounting inputs, cashflow inputs, or other security terms and conditions inputs, etc. Skill level
Quant: Intermediate, build new or enhance existing models with guidance, translate business asks into quant solutions, work across functions. Good understanding of financial instruments (FI in our case) and risk model
Technical: Intermediate, expert python, SQL, robust data analytics, architectural design/performance optimization, scalability, etc. .