About this role
Business Unit Overview:
BlackRock's Systematic Fixed Income (SFI) business develops systematic, quantitative investment strategies to deliver consistent outperformance for clients within a variety of fixed income markets, including global interest rate products, currencies, corporate bonds, credit default swaps, mortgage-backed securities, and related derivatives. The team runs these strategies on our flagship $6Bln+ AUM hedge fund, Fixed Income Global Alpha, as well other alternative products.
Job Purpose and Background:
The SFI team is seeking to expand its Alpha Technology team. This team works closely with Researchers, Portfolio Managers and other BlackRock technology groups to improve the efficiency and scalability of its research process and build a best-in-class model platform. Key projects will be to facilitate the development of new signals and strategies, as well as to enable the migration of existing models to the new platform.
A successful candidate will be able to understand the needs of a wide variety of participants in the trading process and will be able to build and deliver high quality code that not only serves immediate needs but is suitably extensible to evolve with the business for years to come.
* Implement a best-in-class Python-based platform for the development and deployment of model-based trading strategies.
* Build new reporting and visualization tools to help the portfolio management and research teams better understand model performance, both in the simulation environment and around live trading.
* Work with the research teams to implement new signals and strategies and help them improve their model code and development practices.
* Identify opportunities to implement process automation and increase operational efficiency.
* Understand the broader BlackRock technology stack and keep the SFI alpha platform aligned.
* Engage with other BlackRock technology teams on partnership projects and our feature requests.
* BA / BS in Computer Science or related discipline.
* Experience and comfort with the software development lifecycle and agile development methodologies, including iterative development, extensive unit testing and continuous integration.
* Python required, with thorough experience in the Scientific Python stack.
* Databases: SQL skill and experience structuring and dealing with large data sets.
* Revision control: comprehensive practical experience of Git-based workflows.
* Compiled language experience is extremely additive (C, C++, Rust, and Numba, Cython).
* Practical Linux / Unix experience (command-line familiarity, use of containers).
* Broad understanding of financial markets and fixed income assets is a plus, particularly prior experience in trading or finance-related fields.
BlackRock helps investors build better financial futures. As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals. As of March 31, 2019, the firm managed approximately $6.52 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit @blackrock | Blog: www.linkedin.com/company/blackrock.
BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, sexual orientation, gender identity, disability, protected veteran status, and other statuses protected by law.
We recruit, hire, train, promote, pay, and administer all personnel actions without regard to race, color, religion, sex (including pregnancy, childbirth, and medical conditions related to pregnancy, childbirth, or breastfeeding), sex stereotyping (including assumptions about a person's appearance or behavior, gender roles, gender expression, or gender identity), gender, gender identity, gender expression, national origin, age, mental or physical disability, ancestry, medical condition, marital status, military or veteran status, citizenship status, sexual orientation, genetic information, or any other status protected by applicable law. We interpret these protected statuses broadly to include both the actual status and also any perceptions and assumptions made regarding these statuses.
BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.
BlackRock is an investment management company.