Risk & Quantitative Analysis (RQA) – Fixed Income Risk Manager recruitment
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.
Job Description:
Risk Quantitative Analysis performs the risk management activities and quantitative analysis functions at BlackRock. RQA team members will be charged with solving real world problems in the investment management process working under the direction of senior risk managers. The principal responsibilities of an RQA risk manager include:
- Working with senior risk managers to help ensure that the risks are fully understood by Portfolio Management and are consistent with our client's objectives and risk constraints
- Understanding how macro-economic factors drive the investment decision-making process.
- Knowing the investment risks by thoroughly understanding all investments and trades.
- Helping portfolio managers apply proprietary portfolio construction alpha generation techniques.
- Supporting the creation, production and delivery of supervisory and managerial reports pertaining to risk management and performance attribution.
- Help define the analytical and risk management’s needs for adequately monitoring risks.
- Performing ad-hoc analyses to help address real-time demands of senior members of the team.
- Partnering with BlackRock Solutions to create “state-of-the-practice” risk analytics that are practical to use.
Skills Qualifications:
We are seeking qualified candidates with strong quantitative and computational skills interested in tackling difficult real world financial problems.
- Industry experience in Emerging Market fixed income risk or portfolio management.
- Strong knowledge of Emerging Markets economies and fixed income markets.
- Programming skills (Excel VBA, Perl, S-Plus, Matlab) are desirable.
- Familiarity with BRS Aladdin investment management platform is desireable.
- Ability to rapidly learn our infrastructure and proprietary tools and handle detailed reporting and presentation requirements a must.
- Excellent quantitative skills
- Excellent communication and presentation skills
- Ability to work effectively in a team environment
- Highly organized and able to adhere to tight deadlines
- Advanced degree in a quantitative discipline preferred – MFE, MIF etc.
- Chartered Financial Analyst (CFA), PRMIA, or GARP designation is a plus
Closing date for applications is 30th May 2012
Salary Competitive