Investment Risk Manager - Fixed Income, Associate

  • Not Specified
  • London, England, United Kingdom
  • Permanent, Full time
  • BlackRock
  • 09 Nov 18

BlackRock helps investors build better financial futures. As a fiduciary to our clients, we provide the investment and technology solutions they need when planning for their most important goals. As of June 30, 2018, the firm managed approximately $6.3 trillion in assets on behalf of

BlackRock helps investors build better financial futures. As a fiduciary to our clients, we provide the investment and technology solutions they need when planning for their most important goals. As of June 30, 2018, the firm managed approximately $6.3 trillion in assets on behalf of investors worldwide. For additional information on BlackRock, please visit www.blackrock.com | Twitter: @blackrock | Blog: www.blackrockblog.com | LinkedIn: www.linkedin.com/company/blackrock.

Job Description:

Business Unit Overview:

The Risk & Quantitative Analysis (RQA) group performs the risk management activities and quantitative analysis functions at BlackRock. RQA’s principal responsibility is to ensure that the risks in the portfolios managed by BlackRock are fully understood by our portfolio managers and consistent with our client’s objectives and to know the risks by thoroughly understanding the investments and providing the best analytics and tools. The group helps portfolio managers apply proprietary techniques for portfolio construction.

Key Responsibilities:

RQA team members are charged with solving real world problems in the investment management process working under the direction of senior risk managers. They will work closely with portfolio managers on various market and portfolio analyses to help inform the investment process and improve portfolio design. Key responsibilities include:

  • Partnering with senior risk managers to help ensure that the risks are fully understood by Portfolio Management and are consistent with our client's objectives and risk constraints
  • Understanding how macro-economic factors drive the investment decision-making process
  • Knowing the investment risks by thoroughly understanding all investments and trades
  • Helping portfolio managers apply proprietary portfolio construction and alpha generation techniques
  • Performing analyses to help address real-time demands of senior members of the team
  • Regularly monitoring risks in the portfolios and presenting pertinent analyses on risk and performance to senior risk managers and portfolio management teams
  • Supporting the creation, production and delivery of supervisory and managerial reports pertaining to risk management and performance attribution
  • Helping to define the analytical and risk management requirements necessary to adequately monitor portfolio risks
  • Partnering with BlackRock Solutions to create “state-of-the-practice” risk analytics and risk models that are practical to use through the Aladdin platform

Knowledge / Experience Required:

We are seeking qualified candidates with strong quantitative and computational skills interested in tackling difficult real world financial problems.

  • Industry experience in risk management, analytics or portfolio management
  • Working knowledge of fixed income
  • Experience with VaR, scenario analysis, performance attribution, and other risk metrics
  • Excellent quantitative, technical and communication skills
  • Familiarity with BRS Aladdin investment management platform is desirable

Skills / Qualifications Required:

  • Advanced degree in a quantitative discipline, Masters in Financial Engineering (MFE) preferred
  • GARP, PRMIA, Chartered Financial Analyst (CFA) designation is a plus
  • Strong technical skills and good knowledge of Excel
  • Programming skills (VBA, R, Python) are strongly desired

Competencies:

  • Excellent communication and presentation skills
  • Ability to rapidly learn our infrastructure and proprietary tools and handle detailed reporting and presentation requirements a must
  • Ability to work effectively in a team environment; strong work ethic
  • Highly organized and able to adhere to tight deadlines
  • Attention to detail

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 criminal histories in a manner consistent with the requirements of the law, including any applicable fair chance law.