Quantitative Researcher, Fixed Income recruitment
BlackRock's Model-Based Fixed Income team develops
systematic investment strategies to deliver consistent
outperformance for clients within a variety of fixed income markets
- including global interest rate products, currencies, corporate
bonds, mortgage-backed securities, and volatility
derivatives. The team implements these strategies across a
global suite of over $3B in multi-strategy hedge funds and over
$70B in long-only active institutional funds.
We are seeking a Research Associate to conduct original research on
the analysis of unstructured data and the application of
machine-learning techniques to fixed-income and currency market
investments. Researchers will work closely with portfolio
managers to ensure the successful implementation of their
strategies and insights.
Responsibilities
- Propose, research, and implement quantitative
fixed-income investment strategies in partnership with our
portfolio management team.
Qualifications
- A passion for working on data-driven problems
and a deep interest in financial markets. - At least two years of focused experience in both
the analysis of unstructured data (e.g., text data) and the use of
machine learning techniques to solve demanding real-world problems.
While beneficial, previous experiences do not need to come from the
area of finance. - BS, MS, or PhD in computer science, statistics,
engineering, or other computational field. While graduate
experience is preferred, demonstrated experience is more important
than the achievement of a particular educational level. - Experience with massively parallel computing and
cloud computing techniques are desirable. - Strong programming skills, with advanced skills
in one or more of Matlab, R, or Python. - Impeccable character with high ethical and
quality standards - Detail-oriented and self-motivated. Ability to
work in a fast-paced, team environment. - Key terms: unstructured data, natural language
processing, NLP, computational linguistics, entity recognition,
machine learning, supervised learning, unsupervised learning,
clustering, optimization, regularization, information retrieval,
Lucene, Tika, Java, Matlab, R, Python, cloud computing, Hadoop,
MapReduce, Mahout.
BlackRock is proud to be an Equal
Opportunity/Affirmative Action Employer--M/F/D/V.
Skills
BlackRock is one of the world's preeminent asset management
firms and a premier provider of global investment management, risk
management and advisory services to institutional, intermediary and
individual investors around the world. BlackRock offers a range of
solutions -- from rigorous fundamental and quantitative active
management approaches aimed at maximizing outperformance to highly
efficient indexing strategies designed to gain broad exposure to
the world's capital markets. Our clients can access our investment
solutions through a variety of product structures, including
individual and institutional separate accounts, mutual funds and
other pooled investment vehicles, and the industry-leading iShares®
ETFs.