This job has expired, please see additional jobs below
Quant Analyst
Blackstone
New York, NY, United States
Job Details - this job has expired, please see similar jobs below
Employer:
Business Unit:
Blackstone
BAAM
Firm Overview:
Blackstone is one of the world’s leading investment firms. We seek to create positive economic impact and long-term value for our investors, the companies we invest in, and the communities in which we work. We do this by using extraordinary people and flexible capital to help companies solve problems. Our asset management businesses, with over $340 billion in assets under management, include investment vehicles focused on private equity, real estate, public debt and equity, non-investment grade credit, real assets and secondary funds, all on a global basis. Further information is available at www.blackstone.com. Follow Blackstone on Twitter @Blackstone.
Business Unit
Overview:
Blackstone Alternative Asset Management (BAAM®), Blackstone’s Hedge Fund Solutions platform, is the world’s largest discretionary investor in hedge funds, with approximately $68 billion in assets under management. BAAM manages a diversified set of businesses including a customized solutions business, a special situations platform, a long-only solutions business, a hedge fund seeding business, an open-ended mutual fund platform and a business that purchases stakes in established hedge funds. In all of BAAM’s business lines, it carefully selects and partners with fund managers across a variety of asset classes and strategies to create solutions for its investors. Through its sharp focus on clients’ goals, a rigorous due-diligence process and access to Blackstone’s global insights, BAAM strives to generate attractive risk-adjusted returns across market cycles while preserving capital during stressed market environments.
Job Title:
Systematic Strategies – Quant Analyst
Responsibilities:
Individual will join a collaborative team of portfolio managers, quantitative researchers, and technologists focused on analyzing systematic strategies. Role will require individual to work closely with portfolio managers overseeing the execution and risk of the portfolio, with core responsibilities to include:
• Overseeing daily production portfolio construction processes, monitoring critical components and validating interim status outputs and final system results
• Monitor portfolio risk exposures; develop analytics to aggregate various exposure types across strategies identifying key systematic risk and idiosyncratic concentrations
• Evaluate portfolio liquidity and execution efficiency. Develop framework for modeling expected bid/ask & market impact. Define metrics to measure broker/algo performance
• Assist portfolio managers in conducting ad hoc analysis on portfolio performance, market opportunity, and future strategy development
Qualifications:
• Detail-oriented with a demonstrated track record of problem solving in a team-based, results-focused environment
• Hands on experience with financial data analysis including interacting with internal and external data sources.
• Exposure to strategy analysis, trade execution, portfolio construction, risk management and/or investment management operations a plus
• Strong analytical skills with sound understanding of mathematics, probability, and statistics and exposure to financial mathematics and econometrics concepts
• Some practical experience programming in either a formal language (Python, Java, C++) or a data analysis package such as R or Matlab
• Preferred: 1-4 years of experience working in a financial role with some exposure to trading and risk management
• B.S or higher degree in Computer Science, Engineering, Mathematics or other quantitative disciplines
All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, age, disability, sexual orientation, national origin or any other category protected by law.