BlackRock Systematic (BSYS) is looking to reimagine alpha through systematic investing by transforming investment ideas into scalable strategies using code, data, and collaborative ingenuity.
Requirements
- Proficiency in Python, R, or similar programming languages.
- Experience conducting research with large datasets or working in quantitative investing.
- A strong grasp of financial markets and instruments.
Responsibilities
- Uncover actionable investment signals through original research, evaluated in a robust, peer-reviewed environment.
- Build and test cutting-edge strategies using advanced data science, machine learning, and AI — spanning asset classes, time horizons, and both long-only and long-short portfolios.
- Collaborate across disciplines, working side-by-side with portfolio managers, researchers, and product strategists to bring ideas from concept to execution.
Other
- Completed or currently pursuing a Master’s or Ph.D. in a quantitative field (Finance, Statistics, Engineering, Computer Science, or related).
- A passion for innovation, a collaborative spirit, and a relentless drive to solve real-world challenges
- Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week.
