Roles and responsibilities
A learning opportunity for a quant research specialist in different asset classes (fixed income, pension funds) where you would play an advisory role for UK clients evaluating which fund they should invest in which geography.
If you are someone with expertise with multi asset class exposure with quantitative modeling experience, strategy back-tests, portfolio analytics, optimization and simulation ,asset allocation research, asset liability models, quant models, financial models with a CFA /FRM certification or grad/post graduate from a Tier 1 college then this job is for you .
Mumbai YOUR FUTURE EMPLOYER:
A leading, global group with a strong foothold in specialty financial services serving millions of customers across the full spectrum. YOU WILL BE RESPONSIBLE FOR:
- Responsible for building asset and liability scenario analysis/models and working with third party systems to help clients understand the risk and return consequences of investing in a specific fund/asset class.
- Helping in optimize their investment portfolio for clients and suggest them what asset class which geography to invest
- Building stochastic scenario analysis by quantifying probability of reaching long-term goals
- Providing guidance on asset liability management of clients by building quantitative models and suggest hedging levels to avoid mismatch
- Developing quantitative models using deep machine learning methodology on commonly used and unconventional time series datasets
- Expertise in factor modeling using Python / R and exposure to developing non linear models on time series data viz. Markov, family of neural networks, bootstrap, NLP, SVM.
- Communicating output and outcomes in clear and concise documents (presentations, reports) to peers and leaders A SUCCESSFUL APPLICANT :
- Bachelors /Masters in engineering or statistics or mathematics from Tier1 college with 2 to 6 yrs of strong understanding of econometric modeling techniques and financial or statistical modeling.
- Good understanding of different asset classes with understanding of nuances of asset allocation models or pension schemes and exposure in banks/insurance organizations
- Hands on experience in in building factor models on R/Python Develop quantitative models using deep machine learning methodology on commonly used and unconventional time series datasets
- Adept in investment analytics, modelling platforms and derivatives with exposure to financial markets
- Exposure in developing implementable signal based strategies using the models that can contribute towards superior return generation/portfolio construction with prior experience in building models using both supervised and unsupervised learning algorithms
- Strong written and verbal communications and confidence to engage with senior stakeholders
- Mentor junior team members in asset class research and quantitative modelling skills
- Proactive, independent and focused individual with excellent communication and interpersonal skills. WHAT IS IN IT FOR YOU?
- A Meritocratic culture with clear career progression and great visibility with ample opportunities to grow and learn .
- Working in high performance teams and driving business initiatives.
REACH US :
If you think this role is aligned with your career, kindly write me an email along with your updated CV for a confidential discussion on the role.