Portfolio Manager/Quant Researcher

Description:

Position Name - Portfolio Manager/Quant Researcher

Location - Bengaluru/Dubai

Experience Range - 3+years

Mandatory Requirement:

- Manage leveraged futures portfolio (NQ, GC) on IBKR

- Execute monthly rebalances, quarterly rolls, margin monitoring

- Maintain and improve backtesting framework (Python)

Job Roles and Responsibilities:

Research & Strategy Development (60-80 hrs/month):

- Evaluate new asset classes for portfolio inclusion (BTC futures, crude, bonds)

- Research optimal leverage levels, rebalancing frequencies, allocation splits

- Build and maintain risk dashboards and automated alerting

- Analyze options overlay strategies (covered calls on futures, tail hedges)

- Monitor macro regime signals (vol regimes, yield curve, cross-asset correlations)

- Produce weekly portfolio reports with attribution analysis

Broader Investment Support (40-60 hrs/month):

- Support due diligence on fund investments (AlphaGrep, First Water, etc.)

- Build financial models for deal evaluation (Criteo, etc.)

- Screen and analyze equity positions (TPAK portfolio, stock research)

- Monitor and optimize the options strategies (vol grab, put scanning)

- Automate data pipelines (earnings, portfolio tracking, price alerts

Qualification and Experience:

- 3-7 years in quantitative finance, prop trading, or systematic PM

- IBKR futures experience (CME products)

- Strong Python (pandas, numpy, backtesting frameworks)

- CFA or MSc Quant Finance preferred

- Self-directed minimal supervision