Security and Portfolio Liquidity Research
- New York, NY, États-Unis
- CDI, Plein-temps
- 17 nov. 17 2017-11-17
The Role BlackRock is seeking a highly motivated and enthusiastic candidate to contribute to the development of liquidity models research within the Financial Modelling Group in BlackRock solution. The candidate will be in charge to suggest business developments to meet clients need in regulation
BlackRock is seeking a highly motivated and enthusiastic candidate to contribute to the development of liquidity models research within the Financial Modelling Group in BlackRock solution. The candidate will be in charge to suggest business developments to meet clients need in regulation and risk management. Statistical analysis, model calibration and oversee part of the research activities are necessary for proof of concepts. Key responsibilities will also include exploring current academia and market best practices in liquidity models, accessing quality controls around different approaches and suggesting new approaches in research.
The ideal candidate needs to show special attention to data regulation, client risk workflow, integrity and robustness of data models, a rigorous scientific/statistical approach. All candidates need to have experience in project management and superior skills in day-to-day planning.
- Advanced degree in quantitative discipline (math, statistics, computer science, engineering, etc.)
- Strong understanding of market liquidity and market microstructure for all main asset classes and all the regulatory implications.
- Familiarity with the main regulation in US and Europe
- 8 + years of risk management, regulation, quantitative analysis, statistical modeling experience and data mining.
- Solid understanding of statistics, time series analysis and data mining methodologies including :
- Anomaly/outlier/change detection
- Association rule learning
- Cluster analysis
- Factor analysis
- Regression analysis
- Strong quantitative analysis and statistical modeling skills.
- Machine Leaning
- Track record of gathering, matching, and pre-processing large data sets from varied sources and of different characteristics.
- Solid SQL (ideally MSSQL Server) programming skills.
- Professional experience in Matlab, VBA, or R. At least entry level experience in Spark, Scala and general understanding of Big Data environments.
- Strong Project and Time Management skill