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Tier-1 employer, mid-level (3+ years) requirement, and metro location increase competition.
Requires finance-specific portfolio construction and risk knowledge, limiting cross-industry transferability.
Explicit 3+ years plus required Python, SDLC and quant skills produce moderately strict filters.
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Develop, deploy, and maintain Python-based portfolio engineering algorithms to support index portfolio construction, optimization, trading, and risk management.
Collaborate closely with Portfolio Managers, Index Equity team members, and BlackRock technology teams to design and enhance the index investment engine for improved scalability and efficiency.
Apply quantitative analysis and data processing techniques to improve portfolio management workflows and operational processes within the Index Equity business.
3+ years of experience in Python programming, algorithm engineering, or quantitative development.
Bachelor’s or Master’s degree (or equivalent) in computer science, engineering, or a quantitative discipline with strong computing skills.
Proficiency in object-oriented programming with Python (preferred) or Java, and familiarity with SDLC, agile methodologies, version control, and CI/CD tools.
Experience with scientific Python stack, large data sets processing, and application of mathematical/statistical techniques; experience in finance or investment management is a plus but not mandatory.
Experienced quantitative developer who understands index equity portfolio construction and can deliver robust, scalable code rapidly.
Operates effectively at the intersection of quantitative analysis, portfolio management, and technology integration within a large investment firm environment.
Comfortable working in close partnership with portfolio managers and technology teams to iteratively improve investment algorithms and tooling.