Quantitative / Systematic Research, Associate
Core
Develop systematic signals and strategies for hedge fund and liquid alternative products, including market-neutral and directional trading strategies across equities, bonds, and options.
Role type
Associate Quantitative Researcher (Systematic)
Builds
Systematic investment signals, trading strategies, and proprietary analytics packages for BlackRock's hedge fund and liquid alternative products.
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models | product features
Required skills
Statistical and machine learning concepts, large-scale data handling, Unix OS, distributed computing platforms (AWS, GCP, Azure), SQL, Python
Preferred skills
Multi-language data handling, experience with machine learning models
Technologies
Python, SQL, Redshift, Big Query, AWS, GCP, Azure
Responsibilities
Develop systematic signals and strategies for hedge fund and liquid alternative products; Evaluate and improve model design, portfolio construction, and implementation; Progress proprietary analytics packages to visualize portfolio risk and automate tasks; Identify and monitor factor exposures and event risks; Collaborate with researchers and portfolio managers to implement strategies and mitigate risks.
Seniority
Associate, individual contributor