Associate/VP - Financial Modelling Group

Financial Modelling Group - Associate / VP

Job Purpose/Background :

- The Financial Modeling Group focuses on developing integrated portfolio risk management systems covering asset classes including but not limited to Fixed Income, Equity and Alternatives.

- This role focuses on alternative investments, particularly hedge funds, private equity and real estate.

Development Value :

- For candidates interested in understanding the risk, product complexity and technology of portfolio analytics related to all asset classes including Fixed Income, Equity, Alternatives, FMG offers the opportunity to learn risk management in the context of both portfolio management activities and risk management at the corporate level

Responsibilities :

- Using statistical techniques to model hedge funds

- Back testing modeling choices

- Develop business processes for the modeling of all alternative investments

- They will have the opportunity to work on significant projects that will expand their knowledge and skills, as well as benefit the firm.

- They will also help with maintenance and support of our existing models. In addition, they may play important roles towards the research and development of new models.

- Provide modeling and analytical supports to internal and external clients

- Develop models using various technologies and quantitative concepts to deliver on the objectives of the group.

Knowledge/Experience :

- A bachelor's or master's degree in engineering or statistics or mathematics & computing from top tier institute.

- Prior Experience of 5 - 6 years in quantitative modeling/development or mathematical/statistical modeling.

- Exposure to modeling technologies like R/SAS with good command over SQL and UNIX.

- Exposure to scripting technologies like PERL/Python is must.

- Must be able to write and understand complex financial algorithms for implementing/deploying models and applications with minimal supervision.

- Work with other FMG members to develop new models. Own the deployed models and verify the outcomes to be consistent.

- Strong analytical skills, attention to detail, and the ability to work as part of a team in a fast-paced environment.

- Interest towards learning about new technologies and tools.

- Excellent interpersonal, leadership, and oral and written communication skills are also required

Qualifications :

- Good programming knowledge with quantitative development and modeling exposure.

- Strong quantitative skills with good knowledge of statistics and mathematical modeling.

- Strong desire to apply these skills to address financial problems and issues that Firm encounters in the course of business

- Good Knowledge of Analytical Tools and MS Office (Excel, Word and Power-point)

- Progress toward CFA / FRM a plus