BlackRock
01 August 2021
Details
- Company
- BlackRock
- Location
- London, UK
Lead Engineer for a mission-critical investment-modelling platform used by fixed-income investment teams. Led engineers while remaining hands-on with Python development, quantitative-model implementation, platform architecture, APIs and secure enterprise engineering.
Selected work
- Technical leadership and engineering standards: Led and mentored three Senior Quant Developers, established engineering practices, supported architecture decisions and coordinated delivery across investment teams.
- Quantitative model engineering: Partnered with Quant Researchers to productionise alpha, transaction-cost, risk and optimisation models across fixed income, equities, macro and credit, and enhanced model back-testing and validation.
- Aladdin Alpha Platform (Dynamic Flow): Led reusable component development and integrated Snowflake-based data capabilities to improve scalability and analytical workflows.
- Defence in Depth: Led security modernisation across six mission-critical investment applications, redesigning interfaces and implementing secure APIs across Python, Java, .NET, MATLAB and Perl.