Manager/Assistant Vice President - Quant Econometrics

Job Duties :

- Provide SME support on modeling/quantitative projects, ensure quality on codes/outputs produced by team

- Writing codes in R to fetch/extract data, load data, data cleaning, outlier/seasonality handling, automation of charts etc.

- Building different Econometric/statistical models such as Regression models, Vector Autoregressive models, Forecasting models, Logistic regression models etc. to test investment approaches

- Referring to academic papers and converting them to models using R

- Leverage various packages in R and using programming, work on automating various chart-books, world maps, implementing econometric models etc., extract macroeconomic and financial data directly from various sources

- Preparing reports to document the techniques, results and interpretation of these results and graphs, from the quantitative analysis conducted

Qualification :

- M.Sc. (Economics, Econometrics) / B.Tech / M.Tech / MS in Finance

- Coursework in Econometrics would be preferred

- CFA (pursuing/completed) would be added advantage

Skills Required :

- Strong knowledge and experience of working with econometric, quantitative and statistical techniques

- Experience of programing/coding and econometric modeling in at least one of the programming tools/languages - R, Python, MATLAB etc. would be required

- Experience of coding in R would be added advantage

- Strong macroeconomic and broad finance knowledge across Equities, bonds, credit, FX asset classes ; Experience working in asset management domain will be an advantage

- Working experience on financial databases such as Datastream, Bloomberg etc. would be preferred

- Exposure to advanced statistical/econometric modeling would be added advantage

- Exposure to application of quantitative techniques in portfolio investment would be desirable such as forecasting, portfolio strategies, asset allocation etc.

- Strong verbal and written communication skills and good team player

- Experience working with global clients will be an advantage