Associate, Quantitative Developer, Model Portfolio Solutions (MPS), Multi-Asset Strategies & Solutions (MASS)

About this role

About this role

BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary and individual investors around the world.  BlackRock offers a range of solutions — from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world’s capital markets.  Our clients can access our investment solutions through a variety of product structures, including individual and institutional separate accounts, mutual funds and other pooled investment vehicles, and the industry-leading iShares® ETFs.

BlackRock's Model Portfolio Solutions (MPS) team develops quantitative investment strategies to deliver consistent outperformance for clients seeking tactical, outcome-oriented, and/or strategic investment solutions.  The team implements these strategies across a global suite of ETFs and active funds.  MPS is one of the fastest growing businesses at BlackRock.

MPS is committed to attracting, developing and retaining a diverse and inclusive workforce. We are passionate about creating and promoting an environment where all employees are valued and respected. Consistent with our diverse client base, we recognize the benefit that diversity brings to the success of our business.

Role Overview

As a Quantitative Developer on the Model Portfolio Solutions team, you will sit at the heart of BlackRock's innovation engine for quantitatively driven investing—designing, building, and scaling the signal implementations and analytical tools that researchers and portfolio managers rely on every day. You will translate cutting-edge quantitative research into production-grade signals, pioneer the integration of AI and agentic tooling into investment workflows, strengthen investment controls, and deliver scalable solutions that shape how a global, fast-growing systematic business invests.

Key Responsibilities Implement quantitative signals and portfolio tooling • Design, develop, and maintain high-quality, reusable Python components that implement systematic signals and support critical portfolio management and investment decision workflows.

• Translate quantitative research into production-grade signal libraries that are robust, performant, and maintainable, with appropriate testing and documentation.

• Collaborate closely with portfolio managers, quantitative researchers, and other investment professionals.

Integrate AI into development and investment workflows • Proactively explore and integrate AI technologies (e.g., GitHub Copilot, agentic AI frameworks) into development processes and investment tools to automate workflows and enhance productivity.

• Coach and mentor “citizen developers” to elevate the team’s technical standards, coding practices, and use of tooling.

Data and platform integration • Partner with global technology teams (including Aladdin Engineering) to integrate new data sources and capabilities through APIs and other interfaces.

• Contribute to the design of data pipelines and architectures that ensure reliability, scalability, and data quality.

Production support and monitoring • Monitor and support critical processes and applications owned by the team, ensuring high availability and reliability.

• Respond promptly to incidents and issues impacting the business, performing root-cause analysis and driving permanent fixes and process improvements.

• Formalize and maintain build, release, testing, and deployment processes for signals, applications, and algorithms.

Knowledge sharing and documentation • Develop and maintain high-quality technical documentation, runbooks, and training materials.

• Lead or contribute to training sessions to expand the team’s technical knowledge base.

Skills and Requirements • Degree in a quantitative discipline such as Computer Science, Engineering, Mathematics, Physics, Data Science, or Finance.

• 3-5 years of professional software development experience, with a strong focus on Python in a quantitative or systematic investment context.

• Proven track record of writing production-grade, object-oriented Python code (packages, modules, testing, and code reviews).

• Exposure to financial markets, investment products, knowledge of Aladdin and risk/portfolio management concepts.

• Experience implementing and maintaining systematic signals, quantitative models, or algorithms used in business-critical investment workflows, including backtesting frameworks, time-series analysis, and systematic strategy and signal development.

• Prior experience using AI tools (e.g., GitHub Copilot, Windsurf, agentic AI frameworks) to automate workflows or enhance developer productivity.

• Strong sense of ownership and a proactive, solutions-oriented mindset.

• Clear, effective communication and the ability to partner with non-technical stakeholders and global teams.

• Deep curiosity and commitment to continuous learning across quantitative research, technology, and financial markets, including BlackRock’s systematic investment processes.

• Ability to thrive in fast-paced, dynamic environments with shifting priorities and tight deadlines.

Team members benefit from ongoing mentorship, access to cutting-edge technology platforms (including Aladdin), and the opportunity to contribute to high-impact, global initiatives within BlackRock


For San Francisco, CA Only the salary range for this position is USD$116,000.00 - USD$155,000.00 . Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.
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