Vice President, Quantitative Portfolio Management

Hong Kong - Hong Kong

Monthly Salary: Not Disclosed

Posted on: 21 hours ago

Vacancies: 1 Vacancy

Job Summary

About this role

Systematic Active Equity (SAE) is the quantitative equity group within BlackRocks Systematic investment division. We invest over $300billionofclient assets using a systematic investment approach.SAE is a pioneer and thought leader in the industry and has consistently achieved client investment goals across global equity markets for over40 years.We believe continual research and innovation are critical to our ongoing success undertaken in a multi-disciplinary approach that intersects traditional finance and economics with data and computer science.Our clients include corporate pension plans public pension plans central banks sovereign wealthfundsand other institutional investors.

SAE is seeking a candidate passionate about quantitative equity portfolio management. The candidate will become a member of the Global Mid Horizon(Statarb)investment team (horizon 1 day to 1 month) responsible for delivering innovative signal research and positivelyimpactingportfolio management functions with theultimate aimof delivering consistent alpha to clients.We are seeking individuals with solid technical knowledge experience in the investmentindustryand a proventrack recordof generating alpha forquantitatively-orientedinvestment strategies.Expertiseor experience in market microstructure and capital markets would beadvantageous.

Qualified candidates will have an interest in markets a strong belief in a scientific and systematic approach to active management a passion to solve difficult problems with technology and an ability to thrive in an open and collaborative team environment.

Key Responsibilities:

Research responsibilities include:

Developing andmaintainingmathematical computer models and methodologies that support asset management activities such as predicting security returns and constructing portfolios
Performing rigorous research and simulation tovalidatemodel design choices and calibration of key parameters
Proposing new security selection strategies to colleagues and internal business partners

Portfolio Management responsibilities include:

Portfoliorebalance and trade list generation ensuring consistency with model insights and market environment
Analyzing performance to understand model and risk factor contributions to returns
Identifyingand monitoring factor exposures and event risks and evolving our process to systematically manage emerging factors

Evaluating and improving model design portfolioconstructionand overall implementation approach

Required Competencies:

Interpersonal skills that contribute to and foster a culture of teamwork and knowledge sharing
Willingness to produce high quality work in a demanding fast-paced environment
Excellent verbal and written communication and relationship-building skills
Detail-oriented team-orientedand self-motivated

Desired Qualifications / Skills:

Degree in a quantitative field preferred (e.g.finance/economics computer science engineering math etc.)
Relevant quantitative experience in the investment management industry
Experience in equity fixed income and / or commodity assets classes
Knowledge or experience working with intraday market data
Strong understanding of statistical and machine learning concepts and practical experience working with large data sets
Experience with Unix OS and large-scale distributed computing platforms (e.g.AWS GCP Azure)
Proficient in use of databases (e.g.SQL RedshiftBigQuery) and data science programming languages (e.g.Python)

Our benefits

To help you stay energized engaged and inspired we offer a wide range of benefits including a strong retirement plan tuition reimbursement comprehensive healthcare support for working parents and Flexible Time Off (FTO) so you can relax recharge and be there for the people you care about.

Our hybrid work model

BlackRocks hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person aligned with our commitment to performance and innovation. As a new joiner you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.

About BlackRock

At BlackRock we are all connected by one mission: to help more and more people experience financial well-being. Our clients and the people they serve are saving for retirement paying for their childrens educations buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.

This mission would not be possible without our smartest investment the one we make in our employees. Its why were dedicated to creating an environment where our colleagues feel welcomed valued and supported with networks benefits and development opportunities to help them thrive.

For additional information on BlackRock please visit @blackrock Twitter: @blackrock LinkedIn: is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age disability family status gender identity race religion sex sexual orientation and other protected attributes at law.

Required Experience:

Exec

About this roleSystematic Active Equity (SAE) is the quantitative equity group within BlackRocks Systematic investment division. We invest over $300billionofclient assets using a systematic investment approach.SAE is a pioneer and thought leader in the industry and has consistently achieved client i...