Quantitative Portfolio Management - Fixed Income Associate

About the position

For two decades, BlackRock's Systematic Fixed Income team has combined advanced financial theory, econometrics and computing techniques to deliver exceptional investment performance to its clients. Today 70 investment professionals in London and San Francisco share a common passion - to combine innovative data sources and techniques to advance our understanding of financial markets. We build quantitative models across the full range of asset classes and related derivatives, including global interest rate products, currencies, corporate bonds and equities, credit default swaps, mortgage-backed securities, and we continually adapt our models to an ever-changing investment landscape. We deliver outstanding performance for our clients across the entire risk and return spectrum, from Smart Beta products to Fixed Income Global Alpha, our flagship $5bln hedge fund. The Systematic Fixed Income team is seeking to employ exceptional individuals in its Equity & Capital Structure and Credit investment teams in San Francisco. Through partnering with experienced portfolio managers and researchers, they will develop the skills to research and implement innovative, systematic investment strategies.

Responsibilities

• Help ensure successful implementation of primarily US based strategies working with quant researchers and developers, data groups, and traders
• Identify and mitigate out-of-model risks by keeping up with company news and macroeconomic trends
• Help identify drivers of the portfolio through detailed attribution work
• Interact with strategy and client groups to discuss portfolio positioning and performance trends
• Work with researchers to improve existing trading models and develop new ones
• Ensure portfolio consistency across the platform by reviewing various common factors and security-specific positioning in relation to reference accounts and guideline constraints
• Monitor operating risk and ensure adherence to regulatory compliance
• Build and enhance portfolio management processes within the team and across the platform, including trading workflows and consistency tools
• Ownership of strategic projects and ad hoc analysis related to our Systematic platform

Requirements

• Highly energetic and collaborative individuals with strong motivation for personal and team success
• Excellent analytical, oral and written communication skills
• Ability to multi-task and collaborate in a fast-paced environment
• Creative, analytical problem solving
• Experience in coding is required - Python and SQL strongly preferred
• An advanced degree or experience in a quantitative discipline is preferred
• A genuine interest in investments and asset management is essential

Benefits

• Strong retirement plan
• Tuition reimbursement
• Comprehensive healthcare
• Support for working parents
• Flexible Time Off (FTO)