Crisil - Associate Director/Lead Analyst - Asset Management & Advance Analytics

- 12+ years of experience in Quantitative Modelling and Risk Management with significant exposure to Asset Management.

- Exposure to Advanced Analytics mandatory

- Oversee the development of cutting-edge quantitative models and methods for investment decision-making, portfolio optimization and risk management

- Champion the use of AI/ML, data science and advanced analytics to enhance investment process and generate alpha

- Develop bespoke advanced analytics solutions and factor based models for clients covering asset allocations, portfolio optimization and strategy.

- Develop capabilities to Identify predictive signals from multiple data sets to enhance performance and decision-making

- Develop tools to implement investment strategies and optimize asset allocation.

- Integrate quantitative strategies supported by AI/ ML techniques into algorithmic trading platforms

- Build custom stress testing and scenario analysis capabilities, covering liquidity, market downturns, and climate risks (e.g., interest rate hikes, market crashes etc.)

- Validate the performance and calibration of vendor models such as MSCI Barra, Bloomberg PORT, FactSet and Blackrock Aladdin

- Establish clear governance over the use and approval of vendor models, ensuring adherence to UCITS and AIFMD guidelines

- Implement data analytics platform and quant modelling infrastructure to enable ongoing monitoring of exposure, volatility and performance at varying levels of granularity and dimensions

- MBA/ MS/Ph.D. in a quantitative discipline (math, statistics, computer science, engineering, finance)

- Exceptional leadership and decision-making skills and ability to create compelling propositions for clients.

- Excellent understanding of asset allocation, portfolio investment strategies and risk management

- Experience in a quantitative environment supporting investment management across asset classes.

- Expertise in designing and developing solutions related to multiple asset classes, risk & pricing models and risk systems.

- Experience in quantitative research and portfolio optimization.

- Expertise in statistical inference, time series forecasting, and machine learning.

- Familiarity with models and tools such as Aladdin, Barra One, Barra GEM3L, Barra US4L, Bloomberg PORT, Yield book, Encorr, Zephyr, Morningstar Direct, FactSet, WealthTec, Evestment, RiskSpan etc.

- Strong understanding of model development, monitoring, and validation processes.

- Strong understanding of Model Risk Management concepts and Stress Testing process

- Expertise in Industry Guidelines and Regulations such as UCITS and AIFMD.

- Strong communication and interpersonal skills.

- Ability to manage multiple stakeholders and liaise effectively across different levels of the organization.

- Proficiency in project management software and tools including Python, R etc.

Educational Qualification :

- MBA/ MS/Ph.D. in a quantitative discipline (math, statistics, computer science, engineering, finance)