BlackRock Quantitative Signal Researcher. in San Francisco, California
This is an opportunity to work with the ETF and Index Investments (EII) team at BlackRock; the world’s largest asset manager. We are seeking a self-motivated individual to join the Global Research team within EII. The team provides quantitative analysis for EII, including systematic strategies to provide index clients with additional active returns reflecting inefficiencies in the index construction rules.We are seeking a Quantitative Signal Researcher to develop systematic signals to generate alpha and increase capacity, partnering closely with Portfolio Management and Trading teams to drive successful implementation of new strategies.
- The primary responsibility is to generate new alpha through quantitative, event-driven signals that reflect inefficiencies in index construction rules and index events.
- Ability to gather, maintain and analyze economic and financial data in support of global ETF and Index Research. Expertise with large panel datasets of market micro-structure data, including intra-day quote and trade execution data, is a significant plus.
- Ability to conduct market structure, market behavior and portfolio implementation research in both equity and fixed income markets.
- Build relationships with other teams supporting the investment data and research process. Closely partner with multiple teams across the organization in the execution of joint research work.
- Excellent quantitative skills, as evidenced by formal training in econometrics or statistics, and extensive experience in utilizing those skills in an applied research environment. A PhD in quantitative finance or statistics is highly desirable.
- 3 years work experience in investment research or portfolio management area of a financial firm.
- A strong understanding of financial markets, including drivers of return, risk control and portfolio construction techniques.
- Strong understanding of the use of computer technology in financial and economic research, with strong statistical package programming skills (e.g., Matlab, R, Python), and preferably SQL and Unix literacy.
- Effective communication skills, both written and verbal.
- Strong understanding of data available in the investment management industry and experience in managing and accessing such data to support research efforts.
- Ability to work efficiently and multi-task effectively in a fast-paced and team-oriented environment. This will include end-to-end research project work under from data gathering to hypothesis testing and model implementation.
BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, disability, veteran status, and other statuses protected by law.
BlackRock will consider for employment qualified applicants with criminal histories in a manner consistent with the requirements of Article 49 of the San Francisco Police Code.
Job Function: Investment Management (Trading, Research, Portfolio Management)
Organization: EII Global Investments
Title: Quantitative Signal Researcher.
Primary Location: Americas-United States-San Francisco
Requisition ID: 171505
Job Posting: Jul 9, 2017, 6:58:46 AM