Manager - Risk & Quantitative Analysis - BFSI

Job Designation: Manager - Risk & Quantitative Analysis (RQA)

Reporting to: Head - Risk & Quantitative Analysis and Business Development

Experience: 3+ years with specific experience on risk modeling techniques

Qualifications:

Degree in analytical, financial and/or technical major (finance, applied maths, statistics, engineering, computer science)

Strong analytical, quantitative and computational skills

Solid communication and presentation skills (verbal and written). The candidate must demonstrate the ability to explain analytical or quantitative concepts in practical and simple terms

Finance background

Job Description:

Applying quantitative and statistical techniques to real financial data and live portfolios to aid portfolio managers- real time decision making

Assisting investment teams to create portfolios that are consistent with specified risk and performance objectives

Prepare materials for and participate in meetings between RQA and portfolio managers to discuss risk and performance of portfolios

Work with other RQA team members to conduct quantitative research on global and local investment markets and impact on portfolios

Develop proprietary techniques for risk and performance measurement and collaborate with portfolio managers to implement them

Help portfolio managers by assisting with quantitative techniques for portfolio construction and alpha generation

Assist in creating investment risk analyses and reports for portfolio managers and senior management of RQA

Competencies & Personality Traits

Strong understanding of multi factor risk modeling techniques

Knowledge of programming languages or statistical tools, such as Excel VBA, S-Plus, R, SAS or Matlab, and/or familiarity with financial data tools (such as, Bloomberg)

Good understanding of capital markets, industry/market knowledge and competitive landscape

Self-motivated and capable of working with minimal supervision on multiple projects while adhering to timelines and producing quality work

Alpana Bagwe
Associate - Vitasta Consulting Pvt
022-25476846/7/9