Index Fixed Income Algo Engineer, Vice President

BlackRock•San Francisco, CA

6d•$155,000 - $210,000•Hybrid

About The Position

BlackRock’s Index Fixed Income team manages index fixed income portfolios, including exchange-traded funds, mutual funds, and segregated mandates. The Portfolio Management Architecture team designs and develops portfolio construction algorithms to increase automation and productivity across Index Fixed Income globally, partnering with technology, portfolio management, and trading teams to deliver scalable tools and analytics. As a Vice President on the Portfolio Management Architecture team, you will combine fixed income portfolio management expertise with quantitative and technology capabilities to improve portfolio construction and investment processes. You will develop prototypes that deliver immediate value, mature successful solutions into scalable production tools, and collaborate with portfolio managers, traders, and technology partners. A key focus is advancing algorithmic portfolio management capabilities for the growth of fixed income ETFs and other index investment strategies through automation, analytics, and data-driven decision-making.

Requirements

A strong quantitative background demonstrated through a bachelor’s degree in mathematics, science, engineering, a related discipline, or equivalent practical experience.
Proficiency in at least two programming languages, such as Python, Visual Basic, R, MATLAB, Java, or C++.
Experience working as a portfolio manager or partnering closely with portfolio management teams.
Working knowledge of fixed income markets and familiarity with fund structures and investment styles, including index and active, fundamental and quantitative approaches.
Strong problem-solving skills and a process-oriented approach to identifying and implementing improvements.
Excellent collaboration and communication skills, including the ability to explain complex quantitative and technical concepts clearly to portfolio managers, traders, technology partners, and other stakeholders.

Responsibilities

Design efficient algorithms and optimization solutions to automate key portfolio construction processes.
Develop prototypes and production tools that improve portfolio management workflows and support scalable investment processes.
Partner with portfolio managers to integrate tools into daily processes and refine them based on investment needs and user feedback.
Undertake portfolio management activities, as appropriate, to understand investment processes and identify opportunities for improvement.
Partner with BlackRock Technology teams to design and develop the core algorithm platform.
Develop desk tools that support portfolio managers and strengthen the investment process.
Work with BlackRock Technology teams to evolve existing applications in support of portfolio management needs.
Develop reporting methods and analytics to measure the effectiveness and impact of new tools and process improvements.
Apply sound judgment and critical thinking to solve complex problems, adapt as the business evolves, and evaluate new approaches and technologies.