BlackRock

Position Title/Short Description

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.

Responsibilities/Skills/Qualifications
► 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