JOE Listings (Job Openings for Economists)
August 1, 2017 - January 31, 2018
Position Title/Short Description
Section: Full-Time Nonacademic
Location: London , UNITED KINGDOM
JEL Classification: 00 -- Default: Any Field
Full Text of JOE Listing:
BlackRock is a leader in the development of model portfolios and solutions, managing over $16 billion in assets across these types of strategies globally. The Model Portfolio Solutions (MPS) team brings together the research and investment expertise of teams across the firm through a systematic quantitative approach in order to deliver a comprehensive range of outcome oriented solutions. The competitive advantages of MPS at BlackRock lie in the depth and breadth of our product offerings to leverage the best of BlackRock’s active and passive investment platform, our unique capabilities in data, technology and analytics, and our innovative approach to research and systematic investing. The responsibilities of the team span portfolio management and research, product and investment strategy, thought leadership, and business development.
BlackRock is seeking an experienced quantitative investment researcher to be based in London. This role will be particularly focused on building and managing bespoke Multi-Asset solutions utilizing our proprietary quantitative platform to combine exposure, capabilities and insights from across BlackRock’s breadth of product offerings.
•Develop new model investment strategies, leveraging the breadth of BlackRock’s proprietary risk & investment platform.
•Identify and research medium-term risk premia and market anomalies potentially covering any asset classes
•Perform macroeconomic and asset-class modeling to drive investment portfolio solutions for client segments across EMEA. Conduct market structure, market behavior and portfolio implementation research.
•Develop quantitative signals to drive portfolio allocations in MPS models and portfolios.
•Work with the MPS team and with sales teams to construct portfolios tailored to regional client requirements.
•Gather, maintain and analyze economic and financial data in support of the investment strategy and model portfolio solutions business
•Build relationships with other teams supporting the investment data and portfolio build and maintenance process. Closely partner with multiple teams across the organization (trading research, capital markets research, etc.) in the execution of joint research work.
•Excellent quantitative and empirical research skills evidenced by an advanced degree in econometrics, statistics or other quantitative discipline
•Demonstrable experience in portfolio management or investment research within a financial firm or experience in an economics-focused group such as an economics think tank, governmental agency, or sell-side team.
•Strong programming skills (Matlab, Python, SQL) and a strong understanding of the use of computational algorithm and techniques for analysis and reduction of large data sets.
•Strong understanding of data available in the investment management industry and experience in accessing such data to support research.
- External Application Link