Company: Leading Global Bank

Role:

- Will do quantitative equity research, modeling and designing strategies for implementation of models in a portfolio optimization framework.

- Must be able to respond to various quantitative requests, such as simulations, strategy studies, index/benchmark studies, risk profiles and performance attributions.

Experience:

- The ideal candidate should have PhD in Finance, Statistics, Financial Econometrics, Economics or another relevant discipline. More than 7 years experience as a Quantitative Analyst building statistical models and tools in finance.

- Must have strong problem solving skills, and willingness to manage a research project through all its phases

Location: Bangalore

Interested candidates, please send across your CV to sibal@vertexcorp.com