at Blackstone

Private Equity

Posted 2 days ago

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**Senior Quantitative Researcher needed for Blackstone's BCBS credit & insurance division. Lead complex model development using Python, R, SQL, and proprietary tools. Minimum 5 years' experience in quantitative research and financial risk modeling. Domain expertise in credit risk, derivatives pricing, and insurance crucial. Strong analytical skills and proven publication authoring required. BS/MS in relevant field; PhD preferred. Join a collaborative team driving innovation in global risk management strategies.**

Compensation

Not specified USD

Currency: $ (USD)

City

San Francisco

Country

United States