Associate, Index Fixed Income Algo Engineer

San Francisco, CA

Full-time

Hybrid

$116K/yr - $155K/yr

New Grad, Entry Level

BlackRock is one of the world’s preeminent asset management firms, and they are seeking an Associate, Index Fixed Income Algo Engineer to join their Index Fixed Income team. The role involves designing and developing algorithms to enhance portfolio construction processes and collaborating with various teams to integrate these tools into investment processes.

Apply Now

Responsibilities

Design efficient algorithms and optimizers to automate key portfolio construction processes
Develop both prototypes and production tools
Partner 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
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

Qualification

Required

Strong quantitative background (at least BA/BS in Maths/Science/Engineering/related discipline)
Strong programming skills in at least two of the following: Python, Visual Basic, R, MATLAB, Java, C++
Experience of working as Portfolio Manager, either directly or alongside
Working knowledge of Fixed Income markets
Familiarity across a range of funds and investment styles (index/active, fundamental/quantitative)
Excellent problem-solving skills and process-oriented approach
Excellent teamwork and communication skills
Knowledge of BlackRock Aladdin tools beneficial