Job Opportunity

Analyst

New York, NY

Job Summary

Hedge Fund is seeking Analyst. Up to 3 years’ experience preferred, but not required. Advanced degree in a quantitative discipline such as Statistics, Mathematics, Finance, Engineering, or Physics.

Details

BlackRock Alternative Advisors (BAA), BlackRock’s Hedge Fund Solutions business, manages over $28 billion in assets across absolute return and hybrid strategies for a broadly diversified, global client base. BAA emphasizes a long-standing application of consistent investment process and philosophy, across a 25+-year history. The BAA platform includes investment teams in Seattle, New York, London, Hong Kong, and Tokyo.

The BAA team is seeking a Risk Analyst within its Risk Management Team in either New York or Seattle. We are currently seeking highly qualified Analyst or Associate candidates. This individual will utilize a strong quantitative background to manage data processes and perform analysis of the risk and return attributes of both individual hedge funds and hedge fund strategies to help inform BAA’s investment activities. Additionally, the individual will be responsible for the timely and accurate delivery of reoccurring reports and ad-hoc requests that support BAA’s client servicing efforts. To meet this objective, the individual will work closely with all BAA investment teams including manager research, portfolio management, risk management, and operational due diligence.

Responsibilities:

* Collaborate with both external service providers and internal data and technology teams to ensure the timely and accurate collection, warehousing, and aggregation of hedge fund risk and performance data
* Work closely with client service teams to compile hedge fund and portfolio data from assorted sources into reporting deliverables as requested by BAA’s clients
* Develop rigorous and scalable data management/analysis tools to support the data-intensive quantitative investment process
* Improve the user interface and tools that consolidate hedge fund risk/return characteristics used by BAA and our clients
* Assist in the dissemination of insights derived from the analysis of hedge fund risk and performance data to key stakeholders such as manager research, portfolio management as well as other members of the risk management team

Basic Qualifications:

* 0-3 years’ experience preferred, but not required
* High degree of attention to detail and the ability to manage complex processes, along with the judgment to balance risk/benefit tradeoffs
* Meaningful analytical and problem solving skills, with a degree in a quantitative discipline
* Programming and/or database expertise; ability to transform concepts and ideas into robust, automated tasks
* Comfortable developing relationships across functional groups and business units
* Familiarity with financial markets and quantitative investment approaches
* High degree of motivation and commitment
* Strong written and verbal communication skills
* Ability to work independently as well as thrive in a team environment

Preferred Qualifications:

* Advanced degree in a quantitative discipline such as statistics, mathematics, finance, engineering, or physics
* Experience developing R/Python/Tableau applications
* Investment industry experience, preferably with hedge funds

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  • Min Education: MA/MS
  • Min Experience: None