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

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