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13/07 Ami Kataria
Consultant at Populus Global

Views:111 Applications:23 Rec. Actions:Recruiter Actions:0

Manager - Quantitative Investment Strategy & Research - BFS (5-8 yrs)

Mumbai Job Code: 1124738

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

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

Women-friendly workplace:

Maternity and Paternity Benefits

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