Marcellus - Quant- Co-Fund Manager Role

KEY ROLES & RESPONSIBILITIES:

- Ongoing portfolio management and continuous refinement of quantitative equity investment rules.

- Research and ideate on techniques to improve effectiveness of low to mid frequency quantitative equity investment strategies for Indian equities.

- Help devise and back test rules-based investment strategies in rigorous and scalable fashion.

- Analyse and summarize large datasets and convey results to stakeholders effectively with visual charts and other techniques.

- Develop functionality to extract, transfer and load structured and unstructured financial datasets.

- Build tools and automation to promote reusability and efficiency of quantitative investment process.

FUNCTIONAL & BEHAVIOURAL KNOWLEDGE:

- A graduate degree or professional qualification in finance, accountancy, business management, commerce, economics, capital market or a professional qualification by obtaining a CFA Charter from the CFA Institute.

- Prior experience in quantitative research. Preferably Indian buy side quantitative investing experience.

- Proficient in financial statement analysis.

- Sound knowledge of integrating fundamental signals in quant portfolio construction.

- Understanding of portfolio theory and portfolio management metrics.

- Sound knowledge of basic statistical concepts like linear regression, dispersion is a plus.

- Working knowledge in any one of the following coding languages - Python, R, or Matlab is required.

- Working knowledge of relational databases is required.

- CFA or FRM (any level) is a plus.

INTERACTIONS:

- Works independently and within own team; Communicate investment strategy and rationale to existing and potential external clients.

TYPICAL SCOPE & IMPACT:

- Contributes to the achievement of personal and team objectives.

MINIMUM & PREFERRED EDUCATION:

- Graduate degree in B.E. or B.Tech.

- Prior relevant experience of 2 - 5 years in a quantitative investment or research team.

MINIMUM & PREFERRED EXPERIENCE / SKILLS:

- Strong technical skills and interest in quantitative finance is preferred.

- Prior experience in buy side quantitative investment or research team or mutual funds, PMS or AIF working on Indian equity markets would be a plus.

- Knowledge of Machine learning, NLP techniques and their applications in quantitative finance would be a plus.