Quantitative Investment Associate
| Company | BlackRock |
|---|---|
| Location | Philadelphia, PA, USA, Princeton, NJ, USA |
| Salary | $112000 – $140000 |
| Type | Full-Time |
| Degrees | Bachelor’s, Master’s |
| Experience Level | Mid Level, Senior |
Requirements
- Experience in Python Programming with a deep understanding of core libraries and concepts.
- At least 3 years of experience in optimization and data engineering.
- Knowledge and experience addressing data quality, scalability and reliability.
- Undergraduate degree is required, and an advanced degree (Masters) is a plus within a technical field (Computer Science, Engineering, Mathematics).
- Ability to work and deliver under minimal direction/independently.
- Ability to work efficiently and multi-task in a fast-paced and collaborative environment.
- Strong attention to detail. Strong interpersonal skills (both written and verbal) to work with, train, and support users of platform tools and processes.
- Proven problem-solving skills and ability to troubleshoot software issues.
Responsibilities
- Serve as a key contributor for scaling our current investment process and for creating new investment solutions.
- Work in a collaborative environment to develop portfolio optimization solutions utilizing BlackRock’s Aladdin APIs /platform.
- Develop software solutions primarily in Python and SQL.
- Interact with fixed income portfolio managers to understand the fixed income strategy investment process, portfolio rebalance criteria, and constraints.
- Test and validate optimization solutions along with portfolio managers to ensure solutions are consistent with the strategy objectives and investment guidelines.
- Interact with SMA Solutions technology teams to ensure accurate roll out of the optimization process into the production.
- Provide and maintain a clear and accurate documentation on optimization solutions and services.
- Provide ongoing support on solutions and services as the project matter expert.
Preferred Qualifications
- Experience working with relational/non-relational and cloud databases and understanding of storage technologies.
- An interest in and general understanding of financial markets especially the fixed income markets, including drivers of return and risk.
- Familiarity with BlackRock Aladdin toolset is helpful.
- Work experience with financial and markets preferred.