Alex Remorov

Quantitative Portfolio Manager and Researcher at BlackRock’s Systematic Active Equities (SAE). Building out and managing macro and machine learning insights while leveraging alternative data, technology, and investment intuition at scale. Also focusing on risk budgeting, portfolio construction, and implementation questions for hedge funds and long-only portfolios. Excited and curious about human behavior, time management, investing, and start-ups. Big fan of the Boston Red Sox and the Pittsburgh Steelers.

Notes9

• Quant employment verification: CONFIRMED. Actual quant-finance roles are documented, not just student programs: two summer internships at Goldman Sachs, Systematic Trading Strategies Group (Jun-Aug 2014 and Jun-Aug 2015), an analyst role at Manulife Asset Management, Portfolio Solutions Group (Dec 2011-Aug 2012), and a continuing full-time role at BlackRock Systematic Active Equities from 2016 to present. Goldman Sachs is a global investment bank whose Systematic Trading Strategies Group is a quantitative/systematic trading function; BlackRock Systematic Active Equities is a quantitative asset manager running systematic strategies; Manulife Portfolio Solutions is an asset-management portfolio-construction group. Identity is supported by the IMO record (Alexander Remorov, Canada, IMO 2007/2008) cross-linked to the same university/career path on his personal site. Employer classification: all three are quantitative-finance employers (bank systematic trading, quantitative asset manager, asset manager portfolio solutions).
• Career timeline per his own site/resume: BlackRock Systematic Active Equities 2016-present; MIT PhD research (with Prof. Andrew Lo) 2012-2016; Goldman Sachs Systematic Trading Strategies summer internships 2014 and 2015; Manulife Asset Management Portfolio Solutions Group Dec 2011-Aug 2012; Hart House Investment Fund executive director 2010-2011.2026
• International Mathematical Olympiad record: silver medal 2007 (Hanoi) with 22 points and bronze medal 2008 (Madrid), representing Canada - the identity anchor for this profile.2007
• Undergraduate research profile (University of Waterloo URA program) describes his path: became interested in research, went to MIT in Operations Research; from May 2016 working at BlackRock as a Quantitative Researcher - independent of the index.
• Presented with MIT's Andrew Lo on a heuristic approach to modeling investor behavior at the Americas QIS Forum with UBS; MIT event listing also describes him as a BlackRock SAE VP building systematic alpha strategies - names a third-party conference, not a self-description.
• Co-authored academic work: 'Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transactions Costs' (Journal of Financial Markets, 2017), 'Measuring Risk Preferences and Asset-Allocation Decisions' (Journal of Investment Management, 2020, Markowitz Special Distinction Award), 'Algorithmic Models of Investor Behavior' (Journal of Systematic Investing, 2021), and the BlackRock whitepaper 'Alpha Innovation via Alternative Data' (2021).
• Education: PhD, Operations Research and Finance, MIT (2012-2016), research with Prof. Andrew Lo; BSc Mathematics and Statistics, minor Economics, University of Toronto (2008-2011).
• Index-only claim (not independent primary confirmation): ClickHouse/LinkedIn index lists title 'Managing Director, Systematic Active Equities' at BlackRock in Greater London and a 2016 start; the same role is corroborated by his own site and the MIT/UBS pages, but seniority/start details rest on the index.
• Cited in recent quant-finance research (arXiv 'Tailoring Portfolio Choice via Quantile-Targeted Policies', 2025; SSRN 'Managing Portfolios Across the Return Distribution') as 'Alexander Remorov from BlackRock's Systematic Active Equities' for discussion/comments - current-activity recency signal.2025
• No GitHub account is linked from any verified profile (site, LinkedIn, papers) - recorded as checked-absent rather than a missing value.