Role Requirement:
- Modeling of fixed income portfolios using external software.
- Responsible for report generation and style analytics
- Contribute to action-oriented portfolio intelligence research using quantitative factor modeling
- Develop strategic asset allocation models, risk and return calibration and portfolio analytics on portfolios of institutional investors.
- Strong interest in markets and multi asset class portfolio management
- Understanding of macro (fixed income/ rates) and systematic factors affecting a portfolio
Technical Skills:
- Strong background in portfolio management, construction and advanced econometrics, statistical modeling and programming skills in at least one of R, Python, MATLAB etc.
- Able to research, self-learn and use, complex R/Python libraries required for developing the quantitative models.
- Multi asset class exposure with experience in attribution analysis
- Strong financial instruments knowledge, covering but not limited to fixed income, equities, ETF- s, funds, derivatives and market indices.
Prior Experience:
- 1-2 years of work experience in a portfolio management /investment strategies team as a researcher / PM.
- Prior experience in fiduciary management, asset management or investment banking with strong understanding of financial instruments.
- BE/B Tech from a top tier college and/or Masters in Finance / Financial Engineering / Econometrics / Quantitative Finance
- Evidence of expertise in statistical tools.
- 1-2 years experience in global markets with inclination towards fixed income
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