Vice President, Quantitative Portfolio Management

Systematic Active Equity (SAE) is the quantitative equity group within BlackRock’s Systematic investment division. We invest over $300billionofclient assets using a systematic investment approach. SAE is a pioneer and thought leader in the industry and has consistently achieved client investment goals across global equity markets for over40 years. We believe continual research and innovation are critical to our ongoing success, undertaken in a multi-disciplinary approach that intersects traditional finance and economics with data and computer science. Our clients include corporate pension plans, public pension plans, central banks, sovereign wealthfundsand other institutional investors.

SAE is seeking a candidate passionate about quantitative equity portfolio management. The candidate will become a member of the Global Mid Horizon(Statarb)investment team (horizon 1 day to 1 month), responsible for delivering innovative signal research and positivelyimpactingportfolio management functions, with theultimate aimof delivering consistent alpha to clients. We are seeking individuals with solid technical knowledge, experience in the investmentindustryand a proventrack recordof generating alpha forquantitatively-orientedinvestment strategies. Expertiseor experience in market microstructure and capital markets would beadvantageous.

Qualified candidates will have an interest in markets, a strong belief in a scientific and systematic approach to active management, a passion to solve difficult problems with technology, and an ability to thrive in an open and collaborative team environment.

Key Responsibilities:

Research responsibilities include:

• Developing andmaintainingmathematical, computer models and methodologies that support asset management activities such as predicting security returns and constructing portfolios

• Performing rigorous research and simulation tovalidatemodel design choices and calibration of key parameters 

• Proposing new security selection strategies to colleagues and internal business partners

Portfolio Management responsibilities include:

• Portfoliorebalance and trade list generation, ensuring consistency with model insights and market environment

• Analyzing performance to understand model and risk factor contributions to returns

• Identifyingand monitoring factor exposures and event risks and evolving our process to systematically manage emerging factors

• Evaluating and improving model design, portfolioconstructionand overall implementation approach

Required Competencies:

• Interpersonal skills that contribute to and foster a culture of teamwork and knowledge sharing

• Willingness to produce high quality work in a demanding, fast-paced environment

• Excellent verbal and written communication, and relationship-building skills

• Detail-oriented, team-orientedand self-motivated

Desired Qualifications / Skills:

• Degree in a quantitative field preferred (e.g.finance/economics, computer science, engineering, math, etc.)

• Relevant quantitative experience in the investment management industry

• Experience in equity, fixed income and / or commodity assets classes

• Knowledge or experience working with intraday market data 

• Strong understanding of statistical and machine learning concepts and practical experience working with large data sets

• Experience with Unix OS and large-scale distributed computing platforms (e.g.AWS, GCP, Azure)

• Proficient in use of databases (e.g.SQL, Redshift,BigQuery), and data science programming languages (e.g.Python)