Senior Java Software Engineer
The APG Investment Systems (IS) team are responsible for technology utilized by, Researchers, Portfolio Managers, Traders, Risk Managers and Investment Operations. This technology, helps our clients generate alpha, manage beta, construct portfolios, source and manage liquidity, execute trades, and understand portfolio and enterprise exposures. Additional the team are responsible for the main workflows of Aladdin's investment process i.e. raising orders, checking compliance, placing / filling orders with the Street, booking trade allocations, confirming trades with counterparties, and settling transactions at custodians.
IS AlphaGen (AG) is a team within the APG IS team, focusing on development and support for the Research processes across the traditionaly quantitative investment teams. A role in this team would be focused on AG develpment and support of our Model Based Fixed Income Credit Business.
In particular, this position works with researchers and portfolio managers to develop mathematical models and processes used in managing portfolios ,building Risk Models, performing quantitative analyses, and implementing research ideas.
The ideal candidate must have strong CS/mathematical background, excellent analytical and problem solving skills, experience in Java-based software development on a large application code base. The candidate should be naturally curious, passionate about solving business problems and flexible in meeting the needs of a dynamic business environment.
- Work as a member of a global team partnered with business users.
- Implement and maintain mathematical models designed and developed by Model Based Fixed Income Credit Portfolio Managers and Researchers.
- Work closely with the Model Based Fixed Income Portfolio Managers and Researchers in the development of new models and their integration into the existing production infrastructure.
- Provide on-site and on-call support to the overall credit data and model production pipeline.
- Work to extend and improve our existing signal and alpha aggregation Java framework
- BA/BS in Computer Science or Mathematics.
- Strong background in mathematics.
- Minimum 2 years of experience with Java in a production environment or similar experience in another Object Oriented Language.
- Experience with Python.
- Experience working in the UNIX operating system.
- Excellent communication and interpersonal skills, including ability to interact efficiently via email, phone, and teleconference with business and technical users within the firm.
- Ability to work independently and efficiently in a fast-paced and team-oriented environment.
BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, disability, veteran status, and other statuses protected by law.
BlackRock will consider for employment qualified applicants with criminal histories in a manner consistent with the requirements of Article 49 of the San Francisco Police Code.
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