Associate, Alpha Researcher– Quant Strategies, Credit

  • Not Specified
  • London, England, United Kingdom
  • Permanent, Full time
  • BlackRock
  • 19 Feb 19

About BlackRock BlackRock helps investors build better financial futures. As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals. As of December 31, 2018, the firm

About BlackRock

BlackRock helps investors build better financial futures. As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals. As of December 31, 2018, the firm managed approximately $5.98 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit www.blackrock.com | Twitter: @blackrock | Blog: www.blackrockblog.com | LinkedIn: www.linkedin.com/company/blackrock.

Job Description:

Business overview:

For two decades, BlackRock’s Systematic Fixed Income team has combined advanced financial theory, econometrics and computing techniques to deliver exceptional investment performance to its clients. Today 70 investment professionals in London and San Francisco share a common passion – to combine innovative data sources and techniques to advance our understanding of financial markets. We build quantitative models across the full range of asset classes and related derivatives, including global interest rate products, equities, currencies, corporate bonds, credit default swaps and mortgage-backed securities, and we continually adapt our models to an ever-changing investment landscape. We deliver outstanding performance for our clients across the entire risk and return spectrum, from Smart Beta products to Fixed Income Global Alpha, our flagship $6bln hedge fund.

Job Purpose/Background:

We are hiring an alpha researcher as part of our investment team with focus on quantitative portfolio management. He or she will be part of a team which manages all stages of a systematic investing process including signal research, implementation and execution. The ideal candidate will be expected to contribute in each of these areas by developing high quality code and applying rigorous data-driven analysis.

Responsibilities

  • Generate ideas to improve our investment process.
  • Construct and maintain quantitative investment strategies.
  • Engage with portfolio managers and investigate how their insights may be systematised.
  • Come up with original and creative ideas on how to analyse and apply alternative datasets.
  • Ability to contribute to research of potential trading opportunities and signal generation.

Skills and experience

  • Exceptional quantitative academic background, a PhD or a Master’s degree in Sciences/Engineering/Economics. A proven ability to come up with own creative ideas would be a strong plus.
  • Very strong knowledge of general Statistics, including Machine Learning and Econometrical techniques would be helpful, as well as solid experience working with real-world data.
  • Fluent in Python, or in at least one similar research language like R, MATLAB, Julia, Stata. Knowledge of another object-oriented language would be a plus. Some knowledge of SQL and Unix would be helpful but not necessary.
  • Strong interest in studying the financial markets. Theoretical or practical experience in systematic investing would be a plus.
  • A team player, willing to engage with the other team members, share ideas and receive constructive feedback.

BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, sexual orientation, gender identity, disability, protected veteran status, and other statuses protected by law.

BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.