Quantitative Researcher – Trading Research - Vice President - London

BlackRock•London, CA

8d•Hybrid

About The Position

About this role BlackRock Global Markets (BGM) brings together BlackRock’s global trading, financing and financial resource management, securities lending, ETF markets, cash management, and index investments businesses to deliver investment, trading, financing, and risk management excellence for clients. Trading Research is a team within the Global Trading group which conducts cutting edge market microstructure research, performs pre- and post-trade analysis and provides analytics for its stakeholders. In this function Trading Research cuts across the regions and asset classes. It partners with Trading Data, Analytics, Trading Desks as well as the active and passive investment teams to deliver best execution and superior investment performance. The Trading Research team is seeking to hire a Quantitative Researcher. We are a small, close-knit team with a collegiate culture that values openness, creativity and attention to detail. The role involves working closely with the other team members to conduct market microstructure research projects, contribute to the team’s research agenda and enhance the quality of its analytics. The successful candidate will possess strong data science and research skills, deep knowledge of market microstructure and a willingness to apply their skills in a financial markets and trading context. The role offers excellent opportunities to build knowledge of trading market structure across asset classes and collaborate with researchers, traders and portfolio managers from fundamental, model-based and passive investment teams.

Requirements

Advanced degree in a subject with quantitative content (PhD preferable)
Related experience in trading research or execution consulting for financial service firms (4+ years) and exceptional hands-on research ability
Expertise in market microstructure for at least one asset class (e.g., equities, FX, credit or rates) and familiarity with market microstructure literatures
High motivation and willingness to acquire new skills on the job
Excellent communication skills and professional and respectful work ethics
Effective team player who works independently and confidently engages with trading and investment teams
Strong coding skills, ideally some Unix experience and proficiency in a programming language or statistical application like Python or R

Responsibilities

Perform data analysis, design and execute research projects, and build research models using various types of financial data
Apply both traditional econometrics tools and machine learning techniques to solve real world problems in trading
Acquire domain expertise in market microstructure and execution research for selected asset classes
Recalibrate, maintain and improve the current suite of models and automated trading processes
Work on execution strategy optimization, venue and algo optimal selection, intraday liquidity modelling and research based trading work flow automation
Stay informed of market developments to adapt our analytics framework and trading models
Build close ties with the trading data, analytics and research teams and trading desks globally

Benefits

retirement investment and tools designed to help you in building a sound financial future
access to education reimbursement
comprehensive resources to support your physical health and emotional well-being
family support programs
Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about

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