Blackstone Credit & Insurance -BCBS, Quantitative Researcher, Senior Associate

Job Description

The researcher role helps to build and manage systemic investment portfolios as part of a high-performing investment team. The candidate will work alongside senior researchers and portfolio managers to support and manage our existing investment models and portfolios, to deliver new product development and client-driven analysis; and to conduct impactful market, model, and performance research, diagnostics, and analysis.

Responsibilities

• Data validation, analytics, and model output review
• Portfolio and risk analysis
• Signal development and competitor research
• Portfolio optimizations and calibration
• Trading research and modeling
• Modeling hedging exposures and PnL
• Auxiliary with client reporting, client content, and performance and attribution analysis
• Market analysis and helping to manage our reporting on market news and events
• Using and creating model management tools to identify risks and prioritize research
• Developing dashboards and interactive GUI that can help with portfolio management
• Product development and support, partnering with client development
• Partnering with PMs and operation support as needed

Qualifications

• At least 2+ years of relevant experience working with systematic portfolios and portfolio analysis
• Prior experience with large data sets and sophisticated analysis
• Domain experience with credit and rates
• Strong systematic thinking and analytical skills, comfortable working independently to find solutions that support scaling our business
• Collaborate well with a team
• Possess relevant markets knowledge
• Bring focus and initiative to the role
• Enthusiastic, thoughtful, curious, and proactive
• Strong communication skills with experience presenting to internal and external stakeholders
• Team player who is interested in working in collaboration with others
• Demonstrate a healthy respect for risk management and compliance and will adhere to the highest ethical standards
• Significant experience with programming and Python, SQL, and Excel
• Well versed in using AI foundational models, machine learning and neural networks (a plus)
• Based in New York or San Francisco; there is no remote option