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24/11 Karishma
HR at Aranca

Views:218 Applications:40 Rec. Actions:Recruiter Actions:4

Aranca - Quantitative Analyst - Portfolio Engineering - Onsite (3-6 yrs)

Mumbai Job Code: 1185176

We are hiring for quantitative analyst portfolio engineering role. PFB the details

Provides quantative analysis to support the investment process, develop & maintain quantative models & analyses for the benefit of the Chief Investment Officer, Research, Portfolio Managers, RMs, etc.

The main tasks include:

- Run on-demand backtests based on RfPs and client requests

- Working together with colleagues, provide high-quality and timely quantitative support for the Investment Committee

- Running risk & liquidity reports

- Take ownership of bespoke mandates optimization and analysis task

- Maintain, further automate, and constantly improve the tools used for these tasks

- Participate in weekly data maintenance activities and risk report generation

- Generally speaking, help improve the in-house tools and processes

- Monitor, assess and mitigate operational risk issues

The output is asset allocation grids for different strategies, risk reports, liquidity reports and investment analysis.

The main tools are Excel, Bloomberg and Matlab

Client Management (internal)

- Interaction with RMs on investment proposals

Business Management

- Work to fulfil the ambitions of the team defined by the functional and administrative supervisors

- Regular review of the functions practices to ensure efficiency and productivity are kept at optimal levels

Compliance & Risk Management

- Meet all legal, regulatory and compliance standards/requirements

- Adhere to all relevant Local User Manuals

- Demonstration of appropriate values and behaviors including but not limited to standards on honesty and integrity, due care and diligence, fair dealing (treating customers fairly), management of conflicts of interest, competence and continuous development, adequate risk management, and compliance with applicable laws and regulations

Developing Quantitative Models and Tools for the Investment Process

New analysis, optimization and forecast modeling

- Collect Financial Data from Various Providers

Gather financial static data, time series, portfolio composite performance data, etc.

- Perform Statistical Analysis

- Produce Studies and Reports

- Create New Tools and Models

Write and test software and tools to support the investment decision makers

- Update Tools and Models

Feed existing tools with current data and results (i.e. RM Dashboard, XLS-sheets, etc)

Generating Tactical and Strategic Asset Allocation

Provide quantitative information to the CIO and to the Investment Committee on Asset Allocation.

- Analyse Scenario

- Run Quantitative Model

- Produce AdHoc Reports

Supporting Relationship Manager with UHNWI Client

UHNWI - clients or prospects

- Receive AdHoc Request and Data regarding UHNWI

- Produce Investment Proposal and Presentation

- Act as Subject Matter Expert (SME) in Client Meeting

- Visit the client with the RM and supervise the investment proposal, where required

Writing Articles on Specific Topics

- Write Articles for Clients

- Support Chief Investment Officer (CIO) Communication

To be successful in the role, the incumbent will need to have:

- At least a Masters degree in a quantitative subject (e.g. math, engineering, finance)

- A minimum of 2 years of relevant work experience in a similar position

- Highly motivated, reliable and well organized

- Strong IT skills with relevant experience in programming and/or data analysis

- Working knowledge of Matlab (or similar software) required

- Previous experience with risk management and optimization is a plus

- Represent the Banks and shareholders interests at all times

- Language Skills: Fluency in English (oral and written)

Women-friendly workplace:

Maternity and Paternity Benefits

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