Quant jobs / BlackRock

Vice President, Quantitative Developer – SpiderRock

A technology role at SpiderRock Advisors, building Python platforms for option-overlay managed accounts. It covers proposal generation, portfolio construction, risk analytics and trading workflows.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build and maintain Python services and libraries for option analytics
Create margin monitoring and risk tools
Support technology-assisted trading workflows
Turn portfolio managers' ideas into software products
Act as the options expert within the technology team

What they ask for

Required

Python or a similar language
Production-quality software engineering
Option markets, volatility surfaces and greeks
Scenario analysis, VaR and other risk measures
5+ years in quant development or financial technology
2+ years with derivatives
Bachelor's, Master's or PhD in a quantitative field

Preferred

Reg T and risk-based margin
Dash, Prefect, MySQL, AWS, OCI containers

Education: Bachelor's, Master's or PhD in a highly quantitative field
Experience: 5+ years in quant development, software or data engineering; 2+ years with derivatives
Languages and tools: Python
SQL
Dash
Prefect
MySQL
Markets: options, equities

How to prepare

Build a volatility surface and greeks dashboard in Python
Implement scenario analysis and VaR for an option portfolio
Learn portfolio margin versus Reg T margin
Practise writing tested, observable production Python services
Study option-overlay strategies such as covered calls and collars

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BlackRock’s site before applying: requirements, location and pay can change after we check them.

View the posting on BlackRock’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BlackRock and doesn’t handle applications.