Vice President/Director, Client Portfolio Manager - Derivatives Trader

About This Role

This role is a Portfolio Manager & Derivatives Trader responsible for understanding multiple asset classes and supporting high-performance quantitative execution. The role involves portfolio design, risk management, data analytics, quantitative analysis, research, and scalable automated options trading for BlackRock's subsidiary, SpiderRock Advisors, LLC.

Responsibilities

• Operate, develop and improve trading and portfolio management infrastructure and proprietary software
• Conduct quantitative research and statistical analysis to improve management and performance of client portfolios
• Support thought leadership research around improving portfolio outcomes through the use of options
• Manage and articulate to institutional and retail clients for their customized mandates
• Write, debug, and test software written in Python
• Make continuous improvements to the strategies and solutions and test environment based on market conditions
• Apply creativity and technical skills to elicit objective answers from historical data
• Adapt economic and financial theory to answer real life complex business problems
• Find and visualize patterns and trends in analyzed data
• Provide in-depth investment research and present findings to SRA’s Investment Committee
• Analyze structured finance products, company financials and market data
• Document workflows, processes, and products
• Formulate compelling written deliverables
• Create compelling reports and presentations for internal teams and/or external clients
• Create presentations with charts and graphs to present to supervisors, and clients

Requirements

• 5+ years of experience in a similar role
• 3+ years of experience with Python programming
• Familiarity with order management and trading systems
• Experience with manipulating large data sets using common databases/query tools (ex. SQL)
• Product knowledge of equity options

Qualifications

• Bachelor’s, Master’s, or PhD degree in Computer Science, Engineering, Statistics, or a similar Science, Technology, Engineering or Mathematics discipline
• At least 5+ years of experience in a similar role. 3 or more years of experience with Python programming.

Nice to Have

• Knowledge of R programming language
• Experience with algorithmic trading features, market microstructure, FIX protocol, and clearing operations
• Experience with conducting Transaction Cost Analysis (TCA) oriented research
• Knowledge of multiple asset classes
• Knowledge of business intelligence software (AWS QuickSight)

Skills

* Required skills

Benefits