Investec Capital Services - Quantitative Research Analyst

Responsibilities

- Responsible for the full data and Extract/Transform/Load (ETL) pipeline : procurement, ingestion, cleaning and warehousing of data from various vendors

- Build an extensive alpha factor library using traditional data sets (fundamentals), behavioural data sets ( estimates, sentiment analytics) as well as unstructured - alt data including ESG.

- Liquidity based universe construction and daily screening with a proprietary stock selection bottom up screening tool and alpha model

- The model will seek to harvest risk premia through a multi factor lense focusing on equity style factors that are proven to be rewarded in the Indian market

- Provide data analytics and develop tools to aid sector allocation, portfolio construction and risk management to build portfolios that seek to deliver superior risk adjusted returns vs the market

- Factor Research : Leverage academic and practitioner research to build factors, back test strategies and improve the alpha model on an ongoing basis

- Regime modelling and factor timing : a risk management tool to predict when/which factors might underperform using both top down and bottom up signals

Skill sets/Profile:

- 3-5 years experience in a buy side quant research role in India

- STEM degree from a reputable institution, Statistics, Maths and Financial Engineering degree desirable

- Strong interest in financial data - experience working with large data platforms (Refinitive, Datastream).

- Strong proficiency and Programming experience (Python 3& above, SQL , no SQL, Bonus points for C++)

- Strong analytical ability and positive attitude towards problem solving

- Experience in applying modern machine learning techniques and applications in Quant modelling. NLP Experience in Python strongly preferred