Macro Rates Portfolio Manager - Systematic Fixed Income, VP/Director Macro Rates Portfolio Manager - Systematic Fixed  …

BlackRock
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 19 juil. 19
Not Specified
BlackRock
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 19 juil. 19
Not Specified
About this role Job Purpose BlackRock’s Systematic Fixed Income (SFI) team is seeking an experienced G10 macro rates portfolio manager based in London. SFI is an investment team of ~65 portfolio managers and researchers, responsible for investing across the broad spectrum of fixed income asset

About this role

Job Purpose

BlackRock’s Systematic Fixed Income (SFI) team is seeking an experienced G10 macro rates portfolio manager based in London. SFI is an investment team of ~65 portfolio managers and researchers, responsible for investing across the broad spectrum of fixed income asset classes on behalf of BlackRock’s clients. The team manages over $50bn of client assets including BlackRock’s flagship $5bn Fixed Income Global Alpha (FIGA) hedge fund. This individual will join the Macro team, which manages a suite of process driven systematic macro strategies in G10 and EM rates, FX and credit.

The role requires significant experience managing alpha portfolios at a hedge fund or investment manager and/or managing an interest rate derivatives book at an investment bank. Candidates should have strong analytical and quantitative skills and deep understanding of interest rate derivatives pricing, risk management and portfolio construction. The candidate should have a strong background and interest in macroeconomics and a keen ability to translate macro data, yield curve dynamics and other information into repeatable, actionable trade ideas in a process-oriented framework. In addition, the candidate should enjoy working with and collaborating within a global team and should possess the ability to communicate effectively.

Responsibilities

  • Manage a suite of interest rate strategies, including monitoring data, trading signals and risk and interfacing with internal trading desks and other portfolio managers
  • Collaborate with researchers, other PMs and technologists to develop or improve trading signals, attribution processes, portfolio construction techniques and analytics
  • Provide constructive feedback to other PMs and researchers in both Macro and broader SFI
  • Work closely with other macro team members to develop and monitor macro risks and hedging strategies
  • Periodically represent SFI and the Macro team during client and prospect onsite meetings
  • Interface with other internal BlackRock teams regarding macro themes and performance

Qualifications/ skills

  • Excellent quantitative skills evidenced by a degree in a quantitative discipline
  • 7+ years of experience in interest rate derivatives portfolio management or sell side trading experience
  • Experience managing or trading STIRs, FRAs and/or OIS a plus
  • Successful track record evidenced by a consistent Sharpe ratio over several years
  • Excellent understanding of interest rate derivatives pricing and trading
  • Strong interest in macroeconomics and financial markets.
  • Programming experience preferred, particularly in Matlab and/or Python.
  • Effective communication skills, both written and verbal.
  • Ability to work efficiently in a team-oriented environment.
  • Appreciation for a quantitative or systematic approach to investment management

About BlackRock

BlackRock helps investors build better financial futures. As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals. As of March 31, 2019, the firm managed approximately $6.52 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit @blackrock | Blog: www.linkedin.com/company/blackrock.

BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, sexual orientation, gender identity, disability, protected veteran status, and other statuses protected by law.

BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.



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