BlackRock Institutional Trust Company, N.A. is looking to solve the problem of generating alpha for their clients by carrying out original, implementable financial research that forecasts market returns. They aim to implement these insights in client portfolios and models to deliver investment performance that meets or exceeds client expectations.
Requirements
- Programming skills including Python, MATLAB, SQL and Jupyter lab to research, develop, update, and maintain models, strategies, and tools.
- Implement knowledge of investment markets by gathering, maintaining, and analyzing economic and financial data, especially time series data to assess various market environments.
- Working across a range of asset classes and instruments including equity, fixed income, rates, derivatives, commodity to assist in the development of efficient financial models.
- Utilizing statistical, machine learning and risk modelling techniques in data pruning, optimization, back testing, statistical sampling to create, maintain, test, and refine models.
- Working with engineers to productionize code and integrate research work into existing code infrastructure to allow global visibility and sharing of work amongst other researchers.
- Working with lead Portfolio Managers on portfolio construction and optimization, asset allocation during fund rebalances.
- Generating and maintaining regular attribution reports to identify key contributing factors of performances and communicate professionally to internal and external audiences.
Responsibilities
- Carry out original, implementable financial research that forecasts market returns and generates alpha for our clients.
- Implement these insights in client portfolios and models, using them to deliver investment performance that meets or exceeds client expectations.
- Remain up-to-date on developments in global financial markets and economics.
- Programming skills including Python, MATLAB, SQL and Jupyter lab to research, develop, update, and maintain models, strategies, and tools.
- Implement knowledge of investment markets by gathering, maintaining, and analyzing economic and financial data, especially time series data to assess various market environments.
- Utilizing statistical, machine learning and risk modelling techniques in data pruning, optimization, back testing, statistical sampling to create, maintain, test, and refine models.
- Working with engineers to productionize code and integrate research work into existing code infrastructure to allow global visibility and sharing of work amongst other researchers.
Other
- Bachelor’s degree (or foreign equivalent) in Financial Engineering, Finance & Economics, Operations Research and minimum two years’ work experience in quantitative asset management.
- Master’s degree in Financial Engineering, Finance & Economics, Operations Research and minimum one year of work experience in quantitative asset management.
- communicate professionally to internal and external audiences.
- 4 days in the office per week, with the flexibility to work from home 1 day a week.
