eFinancialCareers

• Company

  BlackRock Investment Management (UK) Ltd

• Location

  UK-London

• Remuneration

  Competitive

• Position Type

  Employee

• Employment type

  Full time

• Updated

  21 Aug 2008

• eFC Ref no

  405219

BlackRock® (NYSE: BLK), is a premier provider of global investment management, risk management and advisory services to institutional and retail clients around the world. Through BlackRock Solutions we offer risk management, strategic advisory and enterprise investment system services to a broad base of clients.

Departmental Overview:

BlackRock offers a range of investment products—equity, fixed income, liquidity, and alternative investment—each of which is managed by a dedicated investment team of portfolio managers, research analysts, and traders. Focused portfolio management and proprietary research are the cornerstones of our investment philosophy, and portfolio construction is based on each team’s market outlook.

Our portfolio teams manage assets for institutional and individual investors alike. Accordingly, all of our clients benefit from our portfolio management expertise and risk management analytics.

Role Description:

An exceptional opportunity to join one of the leading multi-asset investment teams at one of the world’s premier asset managers, to take a leadership role in developing and implementing quantitatively driven investment research screens and analytics. This is a portfolio management role working for the head of research to support multiple investment strategies including both relative and absolute return strategies as well as our global macro hedge fund.

Responsibilities:

Be the focal point for quantitative investment research in MAPS London and establish synergies with MAPS’ quantitative capability in New York

With a particular emphasis on supporting the global tactical asset allocation (GTAA) product’s quantitative process

o primarily a model driven process covering equities, bonds and currencies

o MAPS manage a range of segregated accounts, pooled fund launch is imminent, macro hedge fund strategy

Model building and idea generation

Provide quantitative support to judgemental investment processes: screening and idea generation across the major asset classes

Contribution to team publications

Skills and Qualifications:

Strong quantitative background, both academically and as a practitioner

· ability to translate intellectual concepts into alpha generating ideas

· able to link model outputs to portfolio construction process

· excellent understanding of financial market dynamics

Advanced degree in finance or statistics and experienced programmer (MATLAB)

Willingness to take on significant personal responsibilities within a team-oriented culture

Willingness to contribute to quantitative and judgmental team processes

Good presentational skills, both internally and to clients

Skills

See Job Description.