
Website BlackRock
Job Description:
SAE is the quantitative equity group within BlackRock’s Systematic investment group. We invest over $100 billion of client assets using a systematic investment approach. SAE is a pioneer and thought leader in the industry and has consistently achieved client investment goals across global equity markets for over 30 years.
Job Responsibilities:
- Identifying and monitoring factor exposures and event risks and evolving our process to systematically manage emerging factors
- Evaluating and improving model design, portfolio construction and implementation
- Researching and developing investment ideas and strategies
- Managing investments across a full investment life-cycle including signal research, portfolio construction, trading and risk / return attribution
- Portfolio rebalance and trade list generation, ensuring consistency with model insights and market movements
- Progressing proprietary analytics packages, developing innovative methods to visualize portfolio risk while automating away repetitive tasks
- Analyzing performance to understand model and risk factor contributions to returns
- Presenting strategies and performance to internal business partners and colleagues, as well as external constituents such as clients, consultants, and potential investors
Job Requirements:
- Relevant quantitative experience in the investment management industry (internship to 5 years of experience)
- Strong understanding of statistical and machine learning concepts and practical experience working with large data sets preferable
- Degree in a quantitative field preferred (e.g. finance/economics, computer science, engineering, math, etc.)
- Experience in equity, fixed income and / or commodity assets classes Familiarity with derivatives, particularly option contracts
- Detail-oriented, team-oriented and self-motivated
- Interpersonal skills that contribute to and foster a culture of teamwork and knowledge sharing
- Willingness to produce high quality work in a demanding, fast-paced environment
- Experienced in Unix OS, AWS platforms, Hadoop framework
- Excellent verbal and written communication, and relationship-building skills
Job Details:
Company: BlackRock
Vacancy Type: Full Time
Job Location: London, England, United Kingdom
Application Deadline: N/A
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