Research Analyst/Senior Research Analyst - R - Economics Related Programming

Job Tite: RA/SRA - R with Economics related programming

Location : Pune / Wroclaw

Experience : 4-6 years

- Writing scripts/codes to fetch/extract data, load data, data cleaning, outlier/seasonality handling, automation of charts etc.

- Leverage various packages/modules using programming, work on automating various chartbooks, world maps, implementing econometric models, etc.

- Building different Econometric/statistical models such as Regression models, Vector Autoregressive models, Forecasting models, Logistic regression models etc. to test investment approaches

- Referring to academic papers and converting them to models using statistical tool such as R, Python etc.

- Using different techniques (such as PCA, stepwise regression, Kalman smoothing, regression equations, Impulse response function etc.) to develop models and then validate those models by considering in-sample and out-of-sample analysis

- Automation by means of writing scripts in R/Eviews/Python to extract macroeconomic and financial data directly from various sources

- Preparing reports to document the techniques, results and interpretation of these results and graphs, from the quantitative analysis conducted

- M.Sc. in Economics, Econometrics; B.E / B-Tech

- CQF/CFA (pursuing/completed) would be added advantage

- Coursework in Econometrics is required

- Strong knowledge and experience of working with econometric, quantitative and statistical techniques

- Experience of programing/coding and econometric modeling in at least one of the tools - R, EViews, MATLAB, STATA would be required

- Experience of coding in R/Python would be added advantage

- Strong macroeconomic and broad finance knowledge across Equities, bonds, credit, FX asset classes; Experience working in asset management domain will be an advantage

- Working experience on financial databases such as Datastream, Bloomberg etc. would be preferred

- Exposure to advanced statistical/econometric modeling would be added advantage

- Exposure to application of quantitative techniques in portfolio investment would be desirable such as forecasting, portfolio strategies, asset allocation etc.

- Strong verbal and written communication skills and good team player

- Experience working with global clients will be an advantage