Blackstone Credit & Insurance -BCBS, Quantitative Researcher, Senior Associate
$150,000–$200,000 year
On-siteSan Francisco, California, United States or New York, United States
Job Summary
Conduct impactful market, model, and performance research, diagnostics, and analysis to build and manage systemic investment portfolios. Develop new credit signals, models, and products while optimizing and calibrating existing portfolios. Review model outputs, analyze trading research and hedging exposures, and create dashboards to support portfolio management. Assist with client reporting, performance attribution, and market news analysis. Partner with senior researchers and portfolio managers to deliver new product development and client-driven analysis. Based in New York or San Francisco, this role requires 2+ years of systematic portfolio experience and proficiency in Python, SQL, and Excel.
Required 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
- Significant experience with programming and Python, SQL, and Excel
- Strong communication skills with experience presenting to internal and external stakeholders
- Excellent decision-making skills
- Focused attention to detail
- Healthy respect for risk management and compliance
- Adherence to the highest ethical standards
- Based in New York or San Francisco
- Ability to obtain certain securities licenses if required for client facing roles or fund structuring
Desired Qualifications
- Experience building signals and systematic portfolios
- Well versed in using AI foundational models, machine learning and neural networks
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