Quantitative Developer/Engineer - Python (San Francisco)

  • Not Specified
  • San Francisco, CA, USA
  • Permanent, Full time
  • BlackRock
  • 17 Feb 19

Python experience

About BlackRock

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 December 31, 2018, the firm managed approximately $5.98 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit www.blackrock.com | Twitter: @blackrock | Blog: www.blackrockblog.com | LinkedIn: www.linkedin.com/company/blackrock.

Job Description:

Location: San Francisco

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/Background:

The SFI team is seeking to expand its platform, in order to improve its business efficiency and scalability. This business-side role entails working with Portfolio Managers, Researchers, as well as the other members of the Alpha Platform team and the BlackRock technology teams, in order to build a best-in-class model platform. They will facilitate the development of new signals and strategies, as well as 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 reliably build and deliver working code that both serves the immediate need and is robust and extensible enough to evolve and serve business needs for years to come.

Key Responsibilities:

  • Implement a leading-edge platform, primarily in Python, 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 backtest and live trading.
  • Work with the research teams to implement new signals and strategies and teach them how to improve their model code and development practices.
  • Identify, and implement, opportunities for automation and improvement of operational processes.
  • Understand the BlackRock technology platform and integrate the alpha platform into it.
  • Work with BlackRock technology teams that support SFI, to ensure that they understand our requirements and build well-suited tools.

Skills/Qualifications:

  • BA / BS in Computer Science or related discipline.
  • Experience working in trading or finance related fields, with experience of software development, platform development and the end-to-end delivery of quantitative investment models.
  • Experience and comfort with agile development methodologies, including iterative development, extensive unit testing and continuous integration.
  • Experience working with database and related technologies. Experience with large data sets, cloud-based solutions, and machine learning techniques a plus.
  • Excellent analytical, problem solving and project management skills
  • Excellent teamwork and communication skills
  • Strong programming skills in several of the following: Python (preferred), R, MATLAB, SAS, Java, C++, C#
  • A broad understanding of Fixed Income assets and markets is a plus.

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.