Asset Management Modelling Job Role: - The Candidate will be performing duties related to all aspects of portfolio risk model research, development and validation. - Collaborate with senior researchers/ developers/ validators to specify, design and test new model functionalities. Key Skills and Qualification : - Build and test Factor Based Risk Models in research environment Unix, R or Python. 1. A strong undergraduate degree in quantitative subjects (Econometrics, Statistics, Maths, Physics, Engineering, Data Science) is essential. A further degree MSc. Or PhD is highly advantageous. 2. Experience in Factor Based Risk Modelling is essential. Candidate must have through understanding of decomposition of the returns of various assets into their true underlying drivers. 3. Candidate must have understanding in Statistical, Time series and Cross-Sectional methodologies of factor return and exposure computation. 4. Experience in using statistical languages R, Python and MATLAB to conduct statistical and econometric analysis. 5. Understanding of Market Risk methodologies for VaR / Expected Shortfall computation. 6. Understanding of Portfolio metrics like Sharpe Ratio, Diversification Ratio etc. 7. Experience in Model Validation under SR 11-7 guidelines is preferred but not mandatory. Target Candidates with experience in Financial Modelling Group in MSCI Barra and BlackRock and also people who have experience in quant support particularly in investigating and resolving BAU client queries related to model methodology and functionality.

Gurgaon/Gurugram

EY - Asset Management Modelling 

EY - Asset Management Modelling  ,Job Description for EY - Asset Management Modelling  in EY in  Gurgaon/Gurugram for (2-7) years of experience. Apply Now!

Job Description for EY - Asset Management Modelling  in EY in  Gurgaon/Gurugram for (2-7) years of experience. Apply Now!