Quantitative Research Analyst - BFSI

We are hiring for candidates who are having strong experience on Quant Research, Index Research, Factor Research, Macro Economic Research, candidate with exposure on Quantitative Modelling and who uses Matlab extensively are highly preferred.

Job Description:

Role

Quantitative Research Analyst

Responsibilities

- Multi-asset class portfolio research and development, including optimization, backt esting, forward-looking simulations, stress testing/scenario analysis, and exposure analysis of strategic balanced, liability-driven, and benchmark-relative and absolute return-oriented tactical investment strategies, along with tactical model R&D.

- Managerial oversight of a local team of Investment Solutions Research Analysts

- Portfolio risk and performance analysis, and custom client-driven reporting and analysis using the Barra One platform and proprietary tools

- Holdings and returns based risk analysis and performance attribution on single asset class and multi asset class portfolios

- Futures basket analysis and creation

- Analysis of existing and proposed target volatility risk management portfolio overlays, including developing and executing improvements to existing models and processes

- Validating TAA quantitative model output, troubleshooting issues, model performance attribution

Qualifications

- Advanced degree in Business or Finance

- Experience managing investment professionals

- An independent thinker with interest in quantitative finance and developed quantitative skills

- Minimum 1-4 years of experience in the investment management industry

- Proficiency with a statistical software package such as Matlab

- Knowledge of portfolio management/risk modelling tools such as Barra One or Axioma

- Familiarity with Bloomberg or Factset

- Fluent written and spoken English

- High proficiency with MS Office Suite