Alpha Researcher – Quant Strategies, Single Name Corporate Equities and Credit, Associate / VP Alpha Researcher – Quant Strategies, Single Name  …

BlackRock
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Not Specified
BlackRock
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Not Specified
About this role Business Unit Overview: BlackRock's Systematic Fixed Income team (SFI) develops systematic, quantitative investment strategies to deliver consistent outperformance for clients within a variety of markets – including global interest rate products, currencies, corporate bonds, credit default swaps, equities, mortgage-backed securities, and related

About this role

Business Unit Overview:

BlackRock's Systematic Fixed Income team (SFI) develops systematic, quantitative investment strategies to deliver consistent outperformance for clients within a variety of markets – including global interest rate products, currencies, corporate bonds, credit default swaps, equities, mortgage-backed securities, and related derivatives.  The team runs these strategies on our flagship $5Bln+ AUM hedge fund, Fixed Income Global Alpha, as well other alternative products.

Job Purpose/Background:

BlackRock’s Systematic Fixed Income team is seeking a Researcher to develop systematic signals and strategies for our flagship hedge fund. This role would focus on the development of systematic, market-neutral (or directional) trading strategies for single-name equities, CDS, corporate bonds, convertible bonds and equity options across developed and emerging markets. The successful candidate will be looking into new datasets, techniques and insights, and use these to create new alpha sources, cooperating with expert researchers and quantitative portfolio managers. The candidate should have experience in conducting long term projects in independent research of a quality publishable in practitioner journals. The candidate is expected to have strong teamwork skills and should be able to actively discuss and debate theories and empirical methods with other researchers of similar training. The role is based in London.

Key Responsibilities:

  • Explore new data sources and insights across asset classes with a focus on single-names.
  • Create innovative, systematic investment signals and strategies based on a rigorous, peer-reviewed research process.
  • Interact and collaborate with researchers and portfolio managers across the rest of the Systematic Fixed Income team. 
  • Work closely with portfolio managers to help manage these strategies; ensure their successful implementation; and proactively identify and mitigate out-of-model risks.
  • Contribute to broader research initiatives across BlackRock.

Skills/Qualifications:

  • Applicants are expected to demonstrate excellence in research in finance or economics and either have a Ph.D., MFE, or Masters in related fields.
  • Strong ability to program and conduct empirical research in Python is required. Proficiency in MATLAB, R, SAS, Perl, or similar software environment is a plus. The ideal applicants should be capable of producing production-grade code and familiar with object-oriented programming in a test-driven framework.
  • Experience working with large and complex datasets in a finance context.
  • Experience working with single-name equities and/or credits.
  • Practical experience of applying econometric/statistical/machine-learning methods in a finance context.
  • Previous experience in text analysis/mining desirable.

Competencies:

  • A passion for working in financial markets by applying cutting-edge research to enhance portfolio performance and solve real-world investment problems.
  • A self-starter – will need to be able to get up to speed with new areas quickly and apply common sense and intuition to a wide variety of analysis tasks.
  • Excellent written and oral communication skills.
  • Taking ownership of projects from start to finish.
  • The ability to work cooperatively and effectively in a small team with other researchers and portfolio managers.

About BlackRock

BlackRock’s purpose is to help more and more people experience financial well-being. 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 June 30, 2019, the firm managed approximately $6.84 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit www.blackrock.com/corporate | Twitter: @blackrock | Blog: www.blackrockblog.com | LinkedIn: www.linkedin.com/company/blackrock.

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.



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