Senior Quantitative Researcher – Fixed Income Markets Research, Director
At a glance
AI generatedTL;DR
As a senior Quantitative Researcher at BlackRock Global Markets’ Markets Research team, you will collaborate with a tight-knit group of experts to conduct cutting-edge market microstructure research and enhance trading analytics. Your daily tasks include designing and executing data-driven projects, applying econometric tools and machine learning techniques to solve real-world trading challenges, and improving automated execution models. You will also mentor junior researchers and communicate findings to senior stakeholders. Ideal candidates have an advanced degree in a quantitative field, preferably with a PhD, along with at least seven years of experience in trading research or execution roles. Expertise in fixed income market microstructure, particularly in FX, credit, or rates, is essential, as well as proficiency in Python and other relevant programming languages for data analysis and model building.
Skills
What you'll do
- Conduct data analysis and design research projects using financial data.
- Apply econometric tools and machine learning techniques to solve trading problems.
- Develop domain expertise in market microstructure for specific asset classes.
- Maintain and enhance automated trading processes and models.
- Optimize execution strategies, select optimal venues and algos, and model liquidity.
- Adapt analytics framework based on developments in market microstructure.
What we're looking for
- Advanced degree (PhD preferred) with quantitative focus.
- At least 7 years of related experience in trading research/execution or quantitative trading for financial firms.
- Expertise in market microstructure, particularly in fixed income areas like FX, credit, or rates.
- Proficiency in applying econometric tools and machine learning techniques to real-world trading problems.
- Ability to develop and maintain high-quality research models and automated trading processes.
- Strong communication skills and the ability to collaborate effectively with senior stakeholders.
- Experience mentoring junior researchers and managing project delivery.
Employer
About Blackrock
BlackRock is the world''s largest asset management firm, providing investment management, risk management, and advisory services to institutional and retail clients through its Aladdin technology platform. Industry: Asset Management & Financial Services
Blackrock currently has 83 open roles on FindRole.
Listed pay typically runs $137,500–$180,000 across 83 roles with salary data.
Most-posted roles
- Aladdin Client Engagement, Preqin, Vice President - Team Lead 3
- Aladdin Client Transformations, Trading, Vice President 3
- Analyst, Quantitative Research 3
- ETF Systems - Full Stack Engineer - Associate 3
- Security Modeling Quant Developer - Associate 3