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Based in New York, New York, BlackRock is a publicly traded, international investment company serving millions of individuals worldwide. The company's clients a
Vice President, Quantitative Portfolio Management
Location
Hong Kong
Posted
61 days ago
Salary
0
Seniority
Senior
Job Description
Vice President, Quantitative Portfolio Management
BlackRock
About this role Systematic Active Equity (SAE) is the quantitative equity group within BlackRock’s Systematic investment division. We invest over $300 billion of client 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 over 40 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 wealth funds and 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 positively impacting portfolio management functions, with the ultimate aim of delivering consistent alpha to clients. We are seeking individuals with solid technical knowledge, experience in the investment industry and a proven track record of generating alpha for quantitatively-oriented investment strategies. Expertise or experience in market microstructure and capital markets would be advantageous. 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 and maintaining mathematical, computer models and methodologies that support asset management activities such as predicting security returns and constructing portfolios - Performing rigorous research and simulation to validate model design choices and calibration of key parameters - Proposing new security selection strategies to colleagues and internal business partners Portfolio Management responsibilities include: - Portfolio rebalance and trade list generation, ensuring consistency with model insights and market environment - Analyzing performance to understand model and risk factor contributions to returns - Identifying and monitoring factor exposures and event risks and evolving our process to systematically manage emerging factors - Evaluating and improving model design, portfolio construction and 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-oriented and 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) Our benefits To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about. Our hybrid work model BlackRock’s hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock. About BlackRock At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children’s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress. This mission would not be possible without our smartest investment – the one we make in our employees. It’s why we’re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive. For additional information on BlackRock, please visit @blackrock | Twitter: @blackrock | LinkedIn: www.linkedin.com/company/blackrock BlackRock is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age, disability, family status, gender identity, race, religion, sex, sexual orientation and other protected attributes at law.
Benefits
- 401(K), 401(K) matching, Adoption Assistance, Childcare benefits, Commuter benefits, Company equity, Company-sponsored outings, Customized development tracks, Dental insurance, Disability insurance, Volunteer in local community, Employee stock purchase plan, Family medical leave, Flexible Spending Account (FSA), Generous parental leave, Health insurance, Life insurance, Charitable contribution matching, Mentorship program, Paid volunteer time, Online course subscriptions available, Onsite gym, Paid holidays, Paid industry certifications, Paid sick days, Onsite office parking, Partners with nonprofits, Performance bonus, Pet insurance, Promote from within, Lunch and learns, Relocation assistance, Return-to-work program post parental leave, Team based strategic planning, Tuition reimbursement, Unlimited vacation policy, Vision insurance, Wellness programs, Some meals provided, Mental health benefits, Fertility benefits, Employee resource groups, Employee-led culture committees, Employee awards, Meditation space, Mother's room, Personal development training, Virtual coaching services, Apprenticeship programs, Flexible time off, Bereavement leave benefits
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