Systematic Quantitative Researcher – Model Based Fixed Income, Associate

  • Not Specified
  • London, England, United Kingdom
  • Permanent, Full time
  • BlackRock
  • 22 Nov 17 2017-11-22

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 offers a range of solutions — from rigorous fundamental and quantitative active

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 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.
 

Business Unit Overview:

BlackRock's Model-Based Fixed Income team develops systematic investment strategies to deliver consistent outperformance for clients across a variety of investment vehicles spanning global fixed income markets.
 

Job Purpose/Background:

BlackRock’s Model-Based Fixed Income team is seeking a Quantitative Researcher to contribute to the growth of our smart-beta and long-only business.  The successful candidate will work closely with expert researchers and portfolio managers. The role is based in London and will report to the senior researcher in the Long-only / smart beta research team.
 

Key Responsibilities:

  • Collaborate with researchers, portfolio managers, and product strategists from idea generation through implementation of fixed-income smart-beta research ideas.
  • Research systematic investment insights (e.g., back-testing new signals and implementation methods) based on a rigorous, peer-reviewed process.
  • Contribute to broader research initiatives across Fixed Income.
     
Knowledge/Experience:
  • 1-3 years of experience in systematic/risk premia investing, portfolio optimization, benchmark construction or in a similar quantitative role.
  • Experience conducting in-depth research projects.
  • Knowledge in the following areas beneficial: Economics, Fixed Income markets, instruments, and analytics.
  • Masters or Ph.D. in a quantitative discipline: e.g., economics, finance, statistics, engineering
  • Strong programming skills in Python, R, MATLAB, or similar language.
     
Competencies:
  • Ability to work cooperatively and effectively across a team with diverse skillsets.
  • Strong work ethic, detail-oriented, and well-organized.
  • Excellent communication skills, both written and verbal.