JOE - December 2013

 
BlackRock
Risk and Quantitative Analysis
Quantitative Researcher
 
Position Title/Short Description
Title: Quantitative Researcher
Section: 5 -- Full-Time Nonacademic
Location: New York, NY, USA
JEL Classifications:
C -- Mathematical and Quantitative Methods
C1 -- Econometric and Statistical Methods and Methodology: General
C5 -- Econometric Modeling
Deadline Date: 12/2013
Salary Range: competitive

JOE ID Number: 201312_400100

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Full Text of JOE Listing:
Risk and Quantitative Analysis is a team of over 200 investment professionals globally responsible for providing independent risk management and quantitative analysis for the full suite of BlackRock investment products.

Responsibilities:
-Market Risk: Develop factor risk models across asset classes. New methodologies for measuring and managing volatility and tail risk and constructing realistic stress scenarios. Work with portfolio managers to design optimal hedging strategies.
-Liquidity Risk: Developing models of expected cost and market impact from trading.
-Credit Risk: Models to evaluate concentration risk and exposure to correlation and default risk in portfolios.

Skills & Qualifications:
-Demonstrated ability to conduct high quality empirical research and a passion for thinking critically about financial markets
-Strong background in financial econometrics and empirical finance
-Experience in working with large data sets
-Ability to apply academic research to real-world issues and present concise explanations of complex analyses
-PhD in Economics, Finance, or closely related discipline
-Prior experience with statistical software (e.g. R, S-PLUS, MATLAB, SAS) and strong background in programming
-Prior work experience in financial modeling (e.g. risk models, analytics) is a strong plus

Please include a cv, transcripts, reference letters, and job market paper with your application.
Application Instructions:

Please apply with the following link: https://blackrock.taleo.net/careersection/BR_Exec_CS/jobdetail.ftl?lang=en&job=133512&src=PA-10030

Online Application URL: https://blackrock.taleo.net/careersection/BR_Exec_CS/jobdetail.ftl?lang=en&job=133512&src=PA-10030


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