Quant jobs / BlackRock

Vice President, Quantitative Investment Lead – SMA Solutions

A senior quant role in BlackRock's SMA team, owning backtesting infrastructure and optimisation-based portfolio processes for fixed income. It works with portfolio managers and the Aladdin platform.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Lead the internal backtesting and sample-testing infrastructure
Build optimisation-based portfolio construction for fixed income strategies
Run quantitative analyses to refine investment approaches
Integrate with Aladdin APIs and the technology teams
Document and support the solutions for portfolio managers

What they ask for

Required

7+ years in optimisation, quant investing or data engineering
Python with deep library knowledge
Data quality and scalability
Undergraduate degree in a technical field
Problem-solving and troubleshooting
Self-directed working

Preferred

Master's degree
Databases and cloud storage
Fixed income market knowledge
Aladdin toolset

Education: Undergraduate degree in computer science, engineering or maths; Master's a plus
Experience: 7+ years in optimisation, quantitative investing or data engineering
Languages and tools: Python
SQL
Markets: fixed-income

How to prepare

Build a bond portfolio optimiser with turnover and tracking error constraints
Create a reusable backtesting harness in Python
Learn fixed income risk measures (duration, key-rate sensitivities)
Practise convex optimisation with cvxpy
Read about direct indexing and tax-aware portfolio construction

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BlackRock’s site before applying: requirements, location and pay can change after we check them.

View the posting on BlackRock’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BlackRock and doesn’t handle applications.