AVP - Quantitative Analyst - BFSI

- Experience in a quantitative investment strategies/research team

- Experience in Building models using both supervised and unsupervised learning algorithms. Fiduciary management, asset management or investment banking with strong statistical knowledge. Strong statistical knowledge governing the machine learning algorithms.

- Experience in developing models for time series data, Markov, family of neural networks, bootstrap, NLP, SVM etc.

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

- Able to research, self-learn and use, complex R/Python libraries required for developing the quantitative models.

- Strong financial instruments knowledge, covering fixed income, equities, ETF, funds, derivatives and market indices.

- Experience in Python (Numpy, Pandas), R Programming and quantitative modelling

- Exposure to hedge funds is a must