Diran Adanijo
Quantitative Developer (Quantitative Portfolio Management) @BlackRock
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WORK HISTORY
Quantitative Developer (Quantitative Portfolio Management) @BlackRock
London, GB
Currently a Quant Dev in the Quantitative Portfolio Management Team for ETF and Index products in the BlackRock Global Markets Division.Previously worked in the Quant Alpha Strategies team focussing on Quant Research and Data Science for Alpha Strategies on Index Products. Previously worked in the CIO office focussing on Investment Innovation and prior to that in the Index Equity PM team focussing on Portfolio Engineering.
EDUCATION
Chartered Institute of Management Accountants (CIMA)
CIMA Professional Qualification, Accounting and Finance
The Latymer School
A-Levels, Mathematics, Physics, Design & Technology, Chemistry
University of Nottingham
Master of Engineering (MEng), Electrical and Electronics Engineering (Integrated)
GARP
FRM, Financial Risk Management
Chartered Insurance Institute
Insurance
St Columba's College, St Albans
10 GCSEs
SKILLS
ABOUT DIRAN ADANIJO
Quant at BlackRock with an Engineering Master’s and a strong analytical foundation spanning trading, risk and portfolio analytics. Experienced delivering data-driven models and production tooling in fast-paced environments, with a track record of ownership, clear execution under pressure, and rapid learning of new domains and technologies. Combines quantitative rigour with practical engineering to build reliable solutions for investment and client-facing workflows.
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