Manager - Quantitative Investment Strategy & Research - BFS

Urgently Hiring for Manager Quantitative Investment Strategy & Research

Responsibilities :

- Work closely with the Fiduciary team, Senior strategists and Lead Consultants, to design and implement investment strategies and other strategies as appropriate which incorporate Mercer's best thinking

- Support the client team by providing technical insight into a client's strategy when needed, modelling financial risks and reviewing aspects of regular Strategy reports

- Factor modelling of Mercer and client portfolios using external softwares like MSCI Barra, Factset, Bloomberg

- Contribute to action oriented portfolio intelligence research using quantitative factor modelling

- Develop strategic asset allocation models, risk and return calibration and portfolio analytics on portfolios of institutional investors.

- Enhance existing modelling tools and strategies across the areas of portfolio construction, pension fund strategy, asset class modelling etc.

- Deep understanding of markets and multi asset class portfolio management

Business Requirements :

- Strong background in portfolio management, portfolio construction and advanced econometrics, statistical modelling and programming skills in at least one of R, Python, MATLAB etc.

- Able to research, lead and mentor team on complex R/Python libraries required for developing the quantitative models.

- Multi asset class exposure with experience in attribution analysis

- Strong financial instruments knowledge, covering but not limited to fixed income, equities, ETF's, funds, derivatives and market indices.

- Excellent analytical and investment skills

- Self-motivated with ability to work independently as well as lead the process to achieve targets in timely order.

- Self-Development: Able to identify personal knowledge and skill gaps

- 5-8 years of work experience in a portfolio management /investment strategies team as a researcher / PM.

- Prior experience in fiduciary management, asset management or investment banking with strong understanding of financial instruments.

- BE/B Tech from a top tier college (IIT) and/or Masters in Finance / Financial Engineering / Econometrics / Quantitative Finance

- Evidence of expertise in statistical tools.

- 5-6 years' experience in global markets on the buy side