BlackRock Investment Institute, Portfolio Research, Associate
Core
Conducting quantitative research on asset classes and portfolio construction, specifically developing Capital Market Assumptions and stochastic simulation frameworks for public and private markets.
Role type
Senior quantitative portfolio research engineer (AI-enabled)
Builds
Quantitative models, stochastic simulation frameworks, and AI-enabled research workflows for asset allocation
Domain
Asset management, private markets, quantitative finance
Deliverable
production ML models | product features
Required skills
Python or R programming, statistical modelling, quantitative techniques for financial markets, private markets knowledge (PE, credit, real estate), GenAI tools (LLMs, RAG, agentic workflows), software development principles
Preferred skills
Experience in finance sector, familiarity with alternative assets, data analysis
Technologies
Python, R, GenAI tools, LLMs, RAG, agentic workflows
Responsibilities
Generate industry-leading Capital Market Assumptions, build macroeconomic and asset pricing stochastic simulation frameworks, develop quantitative models for private markets, partner with experts to translate research IP into AI-enabled workflows, design improved asset allocation processes
Seniority
Senior, hands-on IC