Quantitative Analyst II
AffirmSalary not specified
Full Time
Mid-level (3 to 4 years)
Not SpecifiedCompensation
Mid-level (3 to 4 years), Senior (5 to 8 years)Experience Level
Full TimeJob Type
UnknownVisa
Financial Services, Asset ManagementIndustries
Requirements
- 3+ years of experience in a buyside risk or investment-focused role
- Degree in a quantitative field (e.g., mathematics, computer science, economics, engineering)
- Solid understanding of fixed income products, credit instruments, and investment styles
- Experience with factor models, stress testing, scenario analysis, and performance attribution
- Ability to explain complex ideas clearly and influence portfolio decisions
- Established coding skills (e.g., Python, R); understanding Aladdin is beneficial
- Excellent communication and collaboration skills
- Experience with Liability Driven Investment strategies and CFA/FRM designation is a plus
Responsibilities
- Function as the primary risk manager for some of BlackRock’s Fixed Income portfolios across Europe, Middle East and Africa (EMEA)
- Partner with investment teams and senior risk managers to deliver independent oversight and quantitative support for portfolio construction and investor engagement
- Conduct regression-based analysis and other statistical techniques to assess portfolio sensitivities, performance attribution, and risk factor exposures
- Lead regular risk reviews, scenario analysis, and stress testing to evaluate market impacts
- Translate sophisticated analytical findings into actionable insights for portfolio managers and senior leadership
- Contribute to research on markets, portfolio construction, and the risk environment
- Maintain awareness of financial markets and industry developments to contextualise risk-taking
- Collaborate with peers across RQA to improve risk frameworks and contribute to the development of junior talent
Skills
Quantitative Analysis
Regression Analysis
Statistical Methods
Risk Management
Portfolio Construction
Performance Measurement
Fixed Income
Investor Engagement
BlackRock
About BlackRock
New York City, New YorkHeadquarters
1988Year Founded
$78,647.7MTotal Funding
IPOCompany Stage
Fintech, Financial ServicesIndustries