BlackRock

01 August 2010

Details

Company

BlackRock

Location

London, UK

Implemented fixed-income investment models, improving efficiency and data feeds while managing the full model lifecycle from development through production.

Selected work

• Common Alpha-Gen (CAGE) Platform: Developed a reusable quantitative execution framework for models written in SAS, R and MATLAB, integrated with enterprise investment systems.
• Model productionisation: Collaborated with quantitative researchers to implement, back-test and productionise alpha, risk and transaction-cost models in a fixed-income investment platform.
• Data Management Platform: Built data-management tools for slicing and dicing input data and Tableau reports for front-office portfolio managers’ attribution and investment-dataset views.