Index Fixed Income Algo Engineer, Associate
BlackRock is one of the world’s leading asset management firms, providing investment management and advisory services globally. The Index Fixed Income Algo Engineer role focuses on designing and developing algorithms to automate portfolio construction processes within the Index Fixed Income team, enhancing productivity and efficiency in managing fixed income portfolios.
Responsibilities
- Design efficient algorithms and optimizers to automate key portfolio construction processes
- Develop both prototypes and production tools
- Partner closely with PMs to integrate these tools into daily processes and continually refine them
- On occasion, undertake portfolio management activities to develop a deeper understanding of specific investment processes (research and investment management)
- Partner with BlackRock Technology teams to design and develop the core “Algo Platform”
- Develop other desk tools to support the PM investment process
- Partner with BlackRock Technology teams to ensure existing applications continue to evolve to support PM needs
- Develop reporting methods & analytics on new tools to ensure improvements can be measured
Skills
- Strong quantitative background (at least BA/BS in Math/Science/Engineering/related discipline)
- Strong programming skills in at least two of the following: Python, Visual Basic, R, MATLAB, Java, C++
- Working knowledge and demonstrated interest in Fixed Income markets
- Familiarity across a range of funds and investment styles (index/active, fundamental/quantitative)
- Experience of working as Portfolio Manager, either directly or alongside
- Excellent problem-solving skills and process-oriented approach
- Excellent teamwork and communication skills
- Knowledge of BlackRock Aladdin tools beneficial
Benefits
- Annual discretionary bonus
- Healthcare
- Leave benefits
- Retirement benefits
- Strong retirement plan
- Tuition reimbursement
- Comprehensive healthcare
- Support for working parents
- Flexible Time Off (FTO)
Company Overview
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