AVP - Quant Analyst

- Develop quantitative models using machine learning methodology on time series data set.

- Responsible for maintaining /rectification of existing quantitative models.

- Quantitative finance including advanced econometrics and statistical modelling.

- Build models using twitter feeds, google trend, satellite imagery, technical indicators along with commonly used variables.

- Development of data driven and quantitative models, frameworks across various processes.

- Responsible for investment strategy development at the Alternative Investment division.

- Contribute to strategy research with a focus on building models towards portfolio construction.

- Experience in a quantitative investment strategies.

- Multi asset class exposure with quantitative modelling experience, strategy back-tests, portfolio analytics, optimization and simulation.

- Knowledge of machine learning packages in Python and R. Experience in Python (Numpy, Pandas), R Programming and quantitative modelling.