Business Unit Overview:
BlackRock’s Model-Based Fixed Income team develops systematic investment strategies to deliver consistent outperformance for clients across a variety of investment vehicles spanning global fixed income markets.
BlackRock’s Model-Based Fixed Income team is seeking a Quantitative Researcher to contribute to the growth of our smart-beta business. The successful candidate will work closely with expert researchers and portfolio managers. The role is based in San Francisco and will report to the U.S. Research Lead.
- Collaborate with researchers, portfolio managers, and product strategists from idea generation through implementation of fixed-income smart-beta research ideas.
- Research systematic investment insights (e.g., back-testing new signals and implementation methods) based on a rigorous, peer-reviewed process.
- Contribute to broader research initiatives across BlackRock.
- 2-5 years of experience in systematic investing, or in a similar quantitative role.
- Experience conducting research with large and complex datasets.
- Knowledge of fixed income markets, instruments, and analytics.
- Masters or Ph.D. in a quantitative discipline: e.g., economics, finance, statistics, engineering.
- Strong programming skills in Python, R, MATLAB, or similar languages.
- Ability to work cooperatively and effectively across a team with diverse skillsets.
- Strong work ethic, detail-oriented, and well-organized.
- Excellent communication skills, both written and verbal.