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We are seeking an enthusiastic quantitative analyst to join the Investment Policy and Process team. The team is a key contributor to scale across SMA Solutions investment ecosystem; continuously seeking ways to enhance our investment process and discipline across our platforms. The ideal candidate will help expand the utilization of optimization in the fixed income and multi-asset portfolio management process. This position is situated in a fast-paced environment and will provide significant contribution in enhancing the productivity and scalability of the SMA Solutions’ business.
Job Responsibility:
Perform quantitative analyses utilizing backtesting and large-scale sample testing
Serve as a key contributor for scaling our current investment process and for creating new investment solutions
Work in a collaborative environment to develop portfolio optimization solutions utilizing BlackRock’s Aladdin APIs /platform
Develop software solutions primarily in Python and SQL
Interact with portfolio managers to understand investment processes
Test and validate optimization solutions along with portfolio managers to ensure solutions are consistent with the strategy objectives and investment guidelines
Interact with SMA Solutions technology teams to ensure proper rollout of new functionality
Identify areas of improvement within workflow management
Provide and maintain a clear and accurate documentation on optimization solutions and services
Provide ongoing support on solutions and services as the project matter expert
Requirements:
Experience in Python Programming with a deep understanding of core libraries and concepts
At least 3 years of experience in optimization and/or data engineering
Knowledge and experience addressing data quality, scalability and reliability
Undergraduate degree is required, and an advanced degree (Masters) is a plus within a technical field (Computer Science, Engineering, Mathematics)
Ability to work and deliver under minimal direction/independently
Ability to work efficiently and multi-task in a fast-paced and collaborative environment
Strong attention to detail
Strong interpersonal skills (both written and verbal) to work with, train, and support users of platform tools and processes
Proven problem-solving skills and ability to troubleshoot software issues
Nice to have:
Experience working with relational/non-relational and cloud databases and understanding of storage technologies
An interest in and general understanding of financial markets especially the fixed income markets, including drivers of return and risk
Familiarity with BlackRock Aladdin toolset is helpful
Work experience with financial and markets preferred