Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
05/06 HR
Managing Director at Edge In Asia Recruitment Private Limited

Views:163 Applications:41 Rec. Actions:Recruiter Actions:0

AVP/VP - Model Owner - Financial Services (6-10 yrs)

Mumbai Job Code: 933734

Our client is a leading global financial services firm which operates across four business segments and having operations across 60 countries. They are looking to hire a senior professional with portfolio optimization and model validation skills.

This position is an exciting opportunity to join the Group's Private Banking Business and provide quantitative support to Portfolio Management, Due Diligence, Portfolio Governance, Risk Management teams within the Wealth Management Solution business.

Some of the key responsibilities will include :

- Work with a team of quantitative researchers to develop proprietary models and analytical tools for portfolio construction and client advisors.

- Conduct investment, risk, and optimization models and tools rationalization, documentation and maintenance for client advisors and solutions business

- Partner with Technology and Chief Data Office to design the data quality assurance process.

- Manage the investment vehicle onboarding process for the risk analytic tools and perform vendor analysis to identify golden source of data for portfolio analytics.

- Perform ad-hoc quantitative research and analyses for Client Advisors.

To be eligible for this role you will require:

- Direct asset management experience in multi-asset, multi-strategy environment with broad experience covering equity, fixed income markets, commodity, and currency.

- Advanced knowledge of equity, fixed income and alternative markets and investment products including mutual funds, ETFs, hedge funds, structured products etc.

- Solid understanding of financial instrument pricing models, multivariate factor modelling, asset allocation, portfolio construction, portfolio optimization and risk management

- Graduate degree in a quantitative discipline (Math, Statistics, Finance, Economics, Engineering, etc.); CFA/FRM charter holder with prior Wealth Management or Asset Management experience preferred.

- Strong programming skills. Preferably Python, Matlab, SQL and C#.

- Advanced knowledge of various data vendors, including MSCI, Bloomberg, FactSet, Morningstar etc.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.