BlackRock

01 August 2021

Details

Company

BlackRock

Location

London, UK

Lead engineer for the investment model platform, focusing on team development and people management. Collaborated with the Fixed Income team to implement and back-test alpha models, and built front-office solutions for pre-trade, trade capture, and reporting.

ACHIEVEMENTS:

• Technical Leadership & Team Development - Mentored and developed a team of engineers, including 3 Senior Quant developers, fostering their career growth and technical skills.

• BAU: Model Implementation - Worked with Quant Analysts to implement and enhance various models on the Pythonic alpha platform, including alpha, transaction cost, risk models, and optimizers. Managed cross-team implementations for Equities, Macro, Credit (structured), and Innovation, ensuring successful deployment across different asset classes. Enhanced the alpha framework with robust back-testing capabilities. Integrated INTEX Wrapper APIs for analysis of mortgage-backed assets.

• Project: Aladdin Alpha Platform (Dynamic Flow) - Led the development of Aladdin Alpha Platform, emphasizing scalable design and reusability. Integrated with Snowflake for enhanced efficiency.

• Project: Defence in Depth - Executed a comprehensive security upgrade for six major investment applications, redesigning components for secure architectures. Implemented secure APIs across diverse languages, including .NET, MATLAB, Perl, Python, and Java.