Associate, Fixed Income Risk Management
About this role
Business Overview
BlackRock’s Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock’s fiduciary and enterprise risks. RQA’s mission is to advance the firm’s risk management practices and to deliver independent risk expertise and constructive challenge to drive better business and investment outcomes. RQA’s risk managers play a meaningful role in BlackRock’s investment process, using quantitative analysis and a multi-disciplinary skillset to tackle real-world problems and provide tangible solutions in the investment management process.
RQA is committed to investing in our people to increase both individual enablement and a strong collaborative environment. As a global group located all around the world, our goal is to create a culture of inclusion which encourages teamwork, innovation, diversity, and the development our future leaders. We actively engage in discussions on career growth and work with team members to understand how personal passions and strengths connect with our purpose.
Fixed Income Investment Risk Management
You will be a risk manager as part of RQA fixed income investment risk, which oversees BlackRock’s $1trillion active fixed income investment platform including Multi-sector fixed income, Credit, Securitized, Financial Institutions and Muni business. You will work with other fixed income investment risk managers to deliver independent risk oversight, risk advice, and provide quantitative analysis to assist with portfolio construction, product design and investor engagement.
Key Responsibilities
The RQA fixed income risk team is seeking a candidate with fixed income risk management experience to support the risk management efforts of our US active fixed income investment platform. Responsibilities include both day-to-day risk management and contribution to strategic projects to enhance risk and portfolio management processes.
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Work with senior risk managers to provide risk oversight and risk management support to fixed income investment teams.
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Provide independent, constructive challenge of portfolio risk taking, exposure, portfolio construction and performance analysis.
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Provide day-to-day risk management to portfolio managers. Conduct regular risk meetings with analyses and deep dives on risk and performance to portfolio management teams.
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Perform quantitative analysis to help investors understand risk analytics, risk models, performance attribution and help improve investment process.
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Partner with BlackRock Aladdin risk modeling team to deliver state-of-the-practice risk analytics and credit risk models through the Aladdin platform.
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Collaborate with peers in RQA investment risk and enterprise risk, help mentor junior team members.
Qualifications
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Degree in quantitative field such as mathematics, finance, economics, statistics, computer science, or engineering
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Approximately 3 years of relevant experience in investment risk management,...