BlackRock’s Systematic Fixed Income team is seeking an experienced Quantitative Researcher with experience in managing an Asset Allocation systematic research agenda. The successful candidate will work closely with expert researchers and portfolio managers to research and develop systematic trading strategies across global fixed income markets with a focus on tactical and strategic Asset Allocation research agendas.
- Contribute to broader research initiatives across BlackRock (e.g., long-only, smart-beta).
- Collaborate with researchers, portfolio managers, and product strategists from idea generation through implementation.
- Research systematic investment insights (e.g., back-testing new signals, testing ML implementation techniques) based on a rigorous, peer-reviewed process.
- Experience conducting research with large and complex datasets.
- Experience in developing systematic research in asset allocation with and without the use of leverage/derivatives
- Strong knowledge of fixed income markets, instruments, and analytics.
- Masters or Ph.D. in a quantitative discipline: e.g., economics, finance, statistics, engineering.
- 5 years of experience in systematic investing, or in a similar quantitative role.
- Strong programming skills in Python, R, MATLAB, or similar languages.
Vacancy Type: Full Time
Job Location: London, England, United Kingdom
Application Deadline: N/A