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Multi-Asset Portfolio Strategies (MAPS) - MD/Director, Manager Research
BlackRock offers a range of investment products—equity, fixed income, liquidity, and alternative investment—each of which is managed by a dedicated investment team of portfolio managers, research analysts, and traders. Focused portfolio management and proprietary research are the cornerstones of our investment philosophy, and portfolio construction is based on each team’s market outlook. Our portfolio teams manage assets for institutional and individual investors alike. Accordingly, all of our clients benefit from our portfolio management expertise and risk management analytics.
The Multi-Asset Portfolio Strategies (MAPS) team within BlackRock's Portfolio Management Group is responsible for developing, assembling and managing investment solutions for clients involving multiple strategies and asset classes. The MAPS team of over 30 actuaries, economists, quantitative analysts and portfolio managers leads BlackRock's efforts with respect to asset allocation advice (tactical and strategic) and portfolio implementation. Investment solutions can be delivered in both funded formats as well as through overlay strategies. Our pension and insurance team specialists construct liability driven investment (LDI) portfolios as well as consult and implement fiduciary oriented assignments for clients. MAPS portfolio construction processes address asset class correlations and separation of alpha and beta for multi-asset class strategies involving a combination of alternative, equity, fixed income and real estate.
This role offers an exceptional opportunity for an experienced individual to leverage existing skills, to develop and drive the innovation around manager research and selection. The role involves research and process development, investment value-added selection decisions and client facing communication responsibilities, as part of the leading multi-asset investment team at one of the world’s premier asset managers.
Key responsibilities:
Help lead the effort to develop and maintain an institutional quality manager search and selection process, based on proprietary quantitative analytics supported by robust fundamental judgements Develop clear metrics for evaluating strategies on an alpha-only basis; and develop skill definitions adjusted for risk factor biases Focus on long-only strategies across asset classes, regions and styles Develop links with internal manager search teams on alternatives as necessary (e.g. HF, Property, Private Equity) Work as part of a global ‘rapid-response’ team to search out and select best fit managers to fill specific investment opportunity-based gaps in MAPS’ relative and absolute return strategies Coordinate with portfolio managers across MAPS to monitor all strategies owned across the team Partner with Risk and Quantitative Analytics team to develop proprietary performance measures and further develop and integrate existing internal performance and skill measurement metrics and techniques into MAPS evaluation of managers and strategies Support the team’s development of new business where manager selection is a necessary core competency Maintain strong competitive insights on the market place and peer-group product offerings and innovations.
Qualifications/Skills Set:
Extensive investment management experience: demonstrate a deep understanding of financial and economic markets - extensive knowledge of traditional equity and fixed income asset class products, and alternative investment products (preferably)
- extensive knowledge of different style/size/technique investment processes and strategy differentiators
Skills See Job Description.
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