Associate, Quantitative Researcher (Portfolio Modeling) - San Francisco, CA Associate, Quantitative Researcher (Portfolio  …

in San Francisco, CA, United States
Permanent, Full time
Last application, 11 May 21
in San Francisco, CA, United States
Permanent, Full time
Last application, 11 May 21
Associate, Quantitative Researcher (Portfolio Modeling) - San Francisco, CA

About this role

Elevate your career by joining the world's largest asset manager! Thrive in an environment that fosters positive relationships and recognizes outstanding performance! We know you want to feel valued every single day and be recognized for your contribution. At BlackRock, we strive to empower our employees and effectively engage your involvement in our success.

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 are always ---looking for curious people with a strong background in writing code, excellent problem solving skills, and an insatiable appetite for learning and innovating. From the top of the firm down, we embrace the values, identities, and ideas brought by our employees.

The Team

The Financial Modeling Group (FMG) at BlackRock is a diverse, international team responsible for the research and development of financial models, algorithms, and tools that drive the success of our firm and empower our clients.

Within FMG, the Portfolio Construction and Optimization team is responsible for the development of a proprietary portfolio construction system and related optimization analytics. Our optimization platform is deployed globally across multiple internal investment teams including Active Equity, Index, iShares, and Fixed Income as well as supporting our Aladdin clients.

The Opportunity

We are seeking a highly-motivated individual to join our team in San Francisco as a quantitative researcher and developer. In this role, practical implementation skills and the ability to innovate and generate new ideas are equally important. Key responsibilities will include

  • Research - anything from developing new approaches to handle advanced portfolio construction cases, to demonstrating the benefit of an optimized investment strategy through rigorous backtesting

  • Implementation - turning ideas into practical solutions, either within the optimization engine itself or in a separate product that invokes the engine

  • Support - assisting both internal and external clients with their portfolio construction problems, as well as writing clear and concise documentation of features and products

  • Presentation - send your work into the world by collaborating on papers and presentations, both internal and external

The Requirements

  • Education - any degree (Bachelor's+) in any quantitative field

  • Experience - 2+ years experience in a quantitative role for Bachelor's and Master's degree holders, no requirement for PhD's

  • Computing - excellent Python skills, familiarity working with Linux and Git

  • Finance - familiarity with mean-variance portfolio optimization, basics of risk modeling and derivative mechanics

  • Research - a track-record of performing innovative research, previous publications a plus

  • Communication - ability to clearly communicate technical problems and solutions to both technical and non-technical audiences

  • Bonus - if you have additional skills that you think can be applied to this role, we're happy to hear about them (machine learning, data science, object-oriented programming, etc.)

Our 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.

About BlackRock

At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children's educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.

This mission would not be possible without our smartest investment - the one we make in our employees. It's why we're dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.

For additional information on BlackRock, please visit |  | Instagram:  @blackrock | Twitter: @blackrock  | LinkedIn:

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.

We recruit, hire, train, promote, pay, and administer all personnel actions without regard to race, color, religion, sex (including pregnancy, childbirth, and medical conditions related to pregnancy, childbirth, or breastfeeding), sex stereotyping (including assumptions about a person's appearance or behavior, gender roles, gender expression, or gender identity), gender, gender identity, gender expression, national origin, age, mental or physical disability, ancestry, medical condition, marital status, military or veteran status, citizenship status, sexual orientation, genetic information, or any other status protected by applicable law. We interpret these protected statuses broadly to include both the actual status and also any perceptions and assumptions made regarding these statuses.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.
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