Evaluate and improve model design, portfolio construction and implementation
Work with large data to develop investment ideas and strategies in a systematic and effective way
Progress proprietary analytics packages, developing innovative methods to visualize portfolio risk while automating away repetitive tasks
Participate in a full investment lifecycle including signal research, signal implementation, portfolio construction, trading and risk / return attribution
Identify and monitor factor exposures and event risks and evolve our process to systematically manage emerging factors
Requirements
Degree in a quantitative field preferred (e.g. quantitative finance/economics, computer science, engineering, mathematics and physics, etc.)
Strong understanding of statistical and machine learning concepts
Experience working with large data sets and machine learning models preferable, with ability to handle multi-language data preferred
Experience with Unix OS and large-scale distributed computing platforms (e.g. AWS, GCP, Azure), databases (e.g. SQL, Redshift, Big Query), and data science programming languages (e.g. Python)
Strong sense of teamwork, contribute to and foster a culture of teamwork and knowledge sharing
Willingness to produce high quality work in a demanding, fast-paced environment
Detail-oriented, team-oriented and self-motivated
Minimum Experience Requirement:
Candidates should have 2+ years of relevant experience in a similar role, demonstrating a consistent track record of delivering high-quality results
Benefits
To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.Our hybrid work modelHealth insuranceFlexible scheduleEquity / stock optionsPerformance bonus
Additional Information
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's mission is to create a better financial future for our clients. We have a responsibility to be the voice of the investor, and we represent each client fairly and equally. Constant communication with a diverse team of partners strengthens us and delivers better results for our clients. Continuous innovation helps us bring the best of BlackRock to our clients. 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.
Job Duties/ Role:
Develop systematic signals and strategies for hedge fund and liquid alternative products. Develop systematic, market-neutral (or directional) trading strategies for single-name equities, CDS, corporate bonds, convertible bonds and equity options across developed and emerging markets. Look into new datasets, techniques and insights, and use these to create new alpha sources, cooperating with expert researchers and quantitative portfolio managers. Conduct long term projects in independent research of a quality publishable in practitioner journals. Create innovative, systematic investment signals and strategies based on a rigorous, peer-reviewed research process. Interact and collaborate with researchers and portfolio managers across the rest of the BlackRock Systematic team. Actively discuss and debate theories and empirical methods with other researchers of similar training. Work closely with portfolio managers to help manage these strategies; ensure their successful implementation; and proactively identify and mitigate out-of-model risks. Contribute to broader research initiatives across BlackRock.
Blackrock · San Francisco, CA