Quantitative/Systematic Research, Associate

Responsibilities

• Develop systematic signals and trading strategies for hedge fund and liquid alternative products.
• Create market-neutral or directional strategies for equities, CDS, corporate bonds, and options.
• Research new datasets and machine learning techniques to create new alpha sources.
• Evaluate and improve model design, portfolio construction, and implementation processes.
• Participate in the full investment lifecycle, including signal research, trading, and risk attribution.
• Collaborate with researchers and portfolio managers to manage strategies and mitigate out-of-model risks.

Requirements

• 2+ years of relevant experience in a quantitative research or similar role.
• Degree in a quantitative field (e.g., Computer Science, Engineering, Mathematics, Physics, or Quantitative Finance).
• Strong understanding of statistical and machine learning concepts.
• Experience working with large datasets and machine learning models.
• Proficiency with Python and SQL.
• Experience with Unix OS and large-scale distributed computing platforms (e.g., AWS, GCP, or Azure).

Preferred Qualifications

• Experience handling multi-language data.
• Experience with databases such as Redshift or Big Query.
• Ability to conduct independent research suitable for publication in practitioner journals.

Benefits

• Comprehensive healthcare plans.
• Strong retirement savings plans.
• Flexible Time Off (FTO) to support work-life balance.
• Tuition reimbursement and professional development opportunities.
• Parental leave and support for working parents.

About the Company

BlackRock is a leading global asset management firm and a premier provider of investment, risk management, and advisory services. Our mission is to create a better financial future for our clients through continuous innovation and rigorous quantitative and fundamental management approaches.