Vice President, Quantitative Portfolio Management

BlackRock • London, CA

16h • Hybrid

About The Position

About this role The Group Systematic Active Equity (SAE) is the quantitative equity group within BlackRock’s Systematic investment division. We invest over $300 billion of client assets using a systematic investment approach. SAE is a pioneer and thought leader in the industry and has consistently achieved client investment goals across global equity markets for over 40 years. We believe continual research and innovation are critical to our ongoing success, undertaken in a multi-disciplinary approach that intersects traditional finance and economics with data and computer science. Our clients include corporate pension plans, public pension plans, central banks, sovereign wealth funds and other institutional investors. The Role SAE is seeking a candidate passionate about quantitative equity portfolio management, with location flexibility: London, New York, San Francisco, or Hong Kong. The candidate will become a member of the Global Mid Horizon (Statarb) investment team (horizon 1 day to 1 month), responsible for delivering innovative signal research and positively impacting portfolio management functions, with the ultimate aim of delivering consistent alpha to clients. We are seeking individuals with solid technical knowledge, experience in the investment industry and a proven track record of generating alpha for quantitatively-oriented investment strategies. Expertise or experience in market microstructure and capital markets would be advantageous. Qualified candidates will have an interest in markets, a strong belief in a scientific and systematic approach to active management, a passion to solve difficult problems with technology, and an ability to thrive in an open and collaborative team environment.

Requirements

• Interpersonal skills that contribute to and foster a culture of teamwork and knowledge sharing
• Willingness to produce high quality work in a demanding, fast-paced environment
• Excellent verbal and written communication, and relationship-building skills
• Detail-oriented, team-oriented and self-motivated

Nice To Haves

• Degree in a quantitative field preferred (e.g. finance/economics, computer science, engineering, math, etc.)
• Relevant quantitative experience in the investment management industry (2-5 years of experience)
• Experience in equity, fixed income and / or commodity assets classes
• Knowledge or experience working with intraday market data
• Strong understanding of statistical and machine learning concepts and practical experience working with large data sets
• Experience with Unix OS and large-scale distributed computing platforms (e.g. AWS, GCP, Azure)
• Proficient in use of databases (e.g. SQL, Redshift, BigQuery), and data science programming languages (e.g. Python)

Responsibilities

• Developing and maintaining mathematical, computer models and methodologies that support asset management activities such as predicting security returns and constructing portfolios
• Performing rigorous research and simulation to validate model design choices and calibration of key parameters
• Proposing new security selection strategies to colleagues and internal business partners
• Portfolio rebalance and trade list generation, ensuring consistency with model insights and market environment
• Analyzing performance to understand model and risk factor contributions to returns
• Identifying and monitoring factor exposures and event risks and evolving our process to systematically manage emerging factors
• Evaluating and improving model design, portfolio construction and overall implementation approach

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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees