Job description
About this role
Company: BlackRock Institutional Trust Company, N.A.
Job Title: Associate
Location: 400 Howard St San Francisco, CA 94105
Job Duties: Perform portfolio rebalance and trade list generation, ensuring consistency with model insights and market movements.
- Analyze performance to understand model and risk-factor contributions to returns.
- Evaluate and improve model design, portfolio construction, and implementation.
- Identify and monitor factor exposures and event risks and evolve processes to systematically manage emerging factors.
- Progress proprietary analytics packages by developing innovative methods to visualize various metrics and automate repetitive tasks.
- Monitor investments across the full lifecycle, including signal research, portfolio construction, trading, and risk/return attribution.
- Follow internal and external research reports, conferences, academic papers, and technical journals to identify unique data sources and develop investment ideas and strategies.
- Lead the end-to-end development, production, and oversight of systematic-equity signals.
- Engage stakeholders and provide regular impact updates at key milestones and drive final deployment.
- Leverage machine-learning frameworks to scale feature discovery, construction, selection, and combination. Streamline model deployment and improve performance.
- Apply cutting-edge NLP techniques and LLM workflows to extract features and themes from diverse local-language text sources.
- Collaborate cross-functionally to implement and deploy signals using database expertise, ETL pipelines, and CI/CD practices.
- Onboard and mentor new joiners and interns to familiarize them with the research and production pipeline, analytics frameworks, and rebalance platforms.
- Present strategies and performance to internal business partners and colleagues, as well as to external audiences such as clients, consultants, and potential investors.
Qualifications: Bachelor’s degree in Operations Research, Finance, Economics, Data Science, Statistics, or a related quantitative field and two (2) years of experience as an Analyst or in relevant quantitative research experience in the investment management industry within equity asset classes.
- Must have two (2) years of experience with: Statistical and machine learning concepts; Working with large data sets using SQL and Python; Unix OS, AWS Platforms, and Hadoop framework; Databases: Capability to retrieve new data from internal and external database and analyze the data efficacy; Modeling and statistical packages like MATLAB and R; Data visualization in Tableau; Proficiency with data structures, data mining, mathematics, and statistical analysis; Financial economics, portfolio‐construction methodologies, analytics theory, and behavioral‐finance principles; Proficiency in Python (Pandas and NumPy), Scikit-Learn, XGBoost/LightGBM, and deep-learning frameworks including TensorFlow and PyTorch; Experience with Unix-based operating systems, AWS services including EC2 instances, EMR clusters, and S3, Hadoop, and file-transfer protocols including FTP and SFTP; Natural-language processing fundamentals and hands-on experience with large language model (LLM) workflows, including model fine-tuning, prompt engineering, and retrieval-augmented generation; and Deliver clear, persuasive, and structured messages to large audiences that align with business goals and client expectations.
To apply, please click “Apply” on this webpage.
For San Francisco, CA Only the salary range for this position is USD$150,000.00 - USD$162,000.00 . Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.
