Manager - Quantitative Investment Strategy & Research - Insurance Business

Manager - Quantitative Investment Strategy & Research- Hybrid Working

Client: UK Based MNC (Into Insurance)

Timing: 12:30 PM- 9:30 PM (centralized pick up and home drop available)

Requirement:

- Strong IIT Btech + financial engineering or 5+ work ex in portfolio management / strategies / quant etc.

- Preferred qualification from IIT/IIM

- Minimum of 5-8 years of work experience

- 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, ETFs, funds, derivatives and market indices

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 best thinking

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

- Factor modelling 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