Blackstone Credit & Insurance -BCBS, Quantitative Researcher, Senior Associate

Blackstone • San Francisco, CA

1d • $150,000 - $200,000 • Onsite

About The Position

Blackstone Credit & Insurance (“BXCI”) is one of the world’s leading credit investors. Our investments span the credit markets, including private investment grade, asset based lending, public investment grade and high yield, sustainable resources, infrastructure debt, collateralized loan obligations, direct lending and opportunistic credit. We seek to generate attractive risk-adjusted returns for institutional and individual investors by offering companies capital needed to strengthen and grow their businesses. BXCI is also a leading provider of investment management services for insurers, helping those companies better deliver for policyholders through our world-class capabilities in investment grade private credit. Blackstone Corporate Bond Strategies (BCBS) is the business unit within Blackstone Credit and Insurance responsible for managing over $40 Billion of corporate bond portfolios across Investment Grade and High Yield mandates around the globe. The BCBS team is an industry-leading systematic investment manager in the credit space.

Requirements

• At least 2+ years of relevant experience working with systematic portfolios and portfolio analysis
• Prior experience with large data sets and sophisticated analysis
• Domain experience with credit and rates
• Strong communication skills with experience presenting to internal and external stakeholders
• The candidate is a team player who is interested in working in collaboration with others
• The candidate will have excellent decision-making skills, and a focused attention to detail
• The candidate will demonstrate a healthy respect for risk management and compliance and will adhere to the highest ethical standards
• Significant experience with programming and Python, SQL, and Excel.

Nice To Haves

• The candidate should have strong systematic thinking and analytical skills, be comfortable working independently to find solutions that support scaling our business, have experience building signals and systematic portfolios, collaborate well with a team, possess relevant markets knowledge, and bring focus and initiative to the role.
• The candidate is expected to be enthusiastic, thoughtful, curious, and proactive
• Well versed in using AI foundational models, machine learning and neural networks will be a plus

Responsibilities

• Data validation, analytics, and model output review
• Portfolio and risk analysis
• Signal development and competitor research
• Portfolio optimizations and calibration
• Trading research and modeling
• Modeling hedging exposures and PnL
• Assisting with client reporting, client content, and performance and attribution analysis
• Market analysis and helping to manage our reporting on market news and events
• Using and creating model management tools to identify risks and prioritize research
• Developing dashboards and interactive GUI that can help with portfolio management
• Product development and support, partnering with client development
• Partnering with PMs and operation support as needed

Benefits

• Comprehensive health benefits, including but not limited to medical, dental, vision, and FSA benefits
• Paid time off
• Life insurance
• 401(k) plan
• Discretionary bonuses

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: No Education Listed