JOE Listings (Job Openings for Economists)

August 1, 2015 - January 31, 2016


This listing is inactive.
Model-Based Fixed Income

JOE ID Number: 2015-02_111454802
Date Posted: 11/17/2015
Date Inactive: 01/31/2016
Position Title/Short Description
Title: Researcher
Section: Full-Time Nonacademic
JEL Classification: 00 -- Default: Any Field
fixed income
model based
hedge fund
Full Text of JOE Listing:

BlackRock's Model-Based Fixed Income team (MBFI) develops systematic, quantitative investment strategies to deliver outperformance for clients within a variety of fixed income markets- including global interest rate products, currencies, corporate bonds, CDS, equities, MBS, and related derivatives. These strategies are run on our flagship hedge fund as well other alternative products.

This role would focus on the development of systematic, market-neutral (or directional) trading strategies for single-name equities, CDS, corporate bonds and equity options across developed and emerging markets. The successful candidate will be looking into new datasets, techniques and insights, and use these to create new alpha sources, cooperating with expert researchers and quantitative PMs.

► Create innovative, systematic investment signals and strategies based on a rigorous, peer-reviewed research process.
► Work closely with PM’s to manage these strategies, ensure successful implementation; proactively identify and mitigate out-of-model risks.
► Demonstrated excellence in research within finance or economics; a Ph.D. is required
► Ability to program and conduct empirical research in a software environment.
► Experience working with large and complex datasets in a finance context.
► Practical experience of applying econometric/statistical/machine learning in a finance context.
► Previous experience in text analysis/mining

Application Requirements:
  • External Application Link
Application deadline: 12/13/2015