Manager HR at iMarkServ
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iMarkServ - Quant Analyst (3-7 yrs)
Key responsibilities for the analyst will be :
- Proprietary research into alpha signals that predict future stock performance over 1 to 12-month time horizons.
- Applying quantitative methods to: cleanse, structure and process diverse datasets; capture and model linear and no-linear relationships and identify time variation trends within data; construct and modulate alpha signals.
- Employing statistical applications to visualize and/or transform the distribution or dispersion profile of individual signals and support the mathematical formulation of multiple signal algorithms to rank securities for investment.
- Using optimization and statistical simulation techniques to construct target portfolios to maximize return for a given set of risk-based constraints and deliver a performance profile that is resilient to diverse market and economic conditions.
Candidate Skills, Experience & Qualities Sought for the Role :
- Robust working knowledge of advanced statistical methods and strong mathematical proficiency are required. Statistical knowledge of relevance includes but is not limited to diverse regression techniques, multi-variate statistics (e.g. Principal Component Analysis) and data visualization, time series forecasting, non-parametric testing, machine learning methods (e.g. Clustering, Decision Trees, Ensemble Learning) and Monte Carlo simulation.
- This knowledge should be supported by graduate (MSC/PHD) level study in one the following disciplines: mathematical and quantitative finance, operations research, statistics, data science or engineering disciplines that have a strong emphasis on programming and statistical techniques. Other closely related disciplines may be considered if the candidate can demonstrate he/she has the prerequisite skills and knowledge.
- A high degree of programming proficiency with statistical programming languages such as Matlab or a comparable language (e.g. Python or R) is essential for the role. Programming proficiency will be rigorously evaluated during the interview process.
- Strong communication skills and high proficiency in written and spoken English is required as the research process is highly collaborative. Specifically, we seek candidates who can coherently communicate their thought processes as well as organize their work product, including code, in a logical and transparent manner that facilitates peer review and collaboration.