JOE - November 2012

Risk & Quantitative Analysis (RQA)
Multi-Asset Strategies
Risk Manager
Position Title/Short Description
Title: Risk Manager
Section: 5 -- Full-Time Nonacademic
Location: San Francisco, CA, USA
JEL Classifications:
A -- General Economics and Teaching
A1 -- General Economics
B4 -- Economic Methodology
C1 -- Econometric and Statistical Methods and Methodology: General
C5 -- Econometric Modeling
C6 -- Mathematical Methods and Programming
Keywords: macroeconomic trends, risk management, finance, analysis, mathematical models, statistical techniques, portfolio construction, alpha generation, investments, financial markets, risk manager
Deadline Date: 12/17/2012
Salary Range: Competitive

JOE ID Number: 201211_398151

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Full Text of JOE Listing:
BlackRock is a preeminent asset management firm. It provides global investment management, risk management, and advisory services that are designed to gain broad exposure to the world's capital markets.

The Risk & Quantitative Analysis(RQA) Multi-Asset Strategies team manages investment risk for the group's portfolios, and develops quantitative models to support the investment process. Vice Presidents will manage portfolio risk and build quantitative models to forecast market trends.

- Work with managers to ensure that risks are fully understood and are consistent with client's objectives and risk constraints.
- Apply proprietary techniques for portfolio construction and alpha generation.
- Analyze and report on macro-economic factors that drive investment performance.
- Demonstrate thorough understanding of all investments and trades.
- Build models to demonstrate macroeconomic trends and evolutate risk and return.
- Build quantitative models to generate portfolio outperformance.

- Advanced degree in Economics, Finance, Statistics, etc.
- Prior experience in risk management or allied quantitative areas.
- Ability to work well independently and as part of a team.
- Experience w/financial data (Compustat, IBES, CRSP), analysis tools (FactSet, MarketQA, Bloomberg), statistical software (SAS, S-PLUS, MATLAB), and knowledge of programming languages (C++, Perl, SQL) preferred.
Application Instructions:

Interested applicants who plan on attending the ASSA conference should apply online w/the following link:

Online Application URL:

Note: This employer requires online Application.

For more information, email:

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