Quant Analyst - Financial Services

A key member of the investment team responsible for investment strategy development at IDFC Alternative Investment division. You will contribute to strategy research with a focus on building models towards portfolio construction.

- Develop quantitative models using machine learning methodology on conventional and unconventional time series data set.

- Responsible for maintaining /rectification of existing quantitative models

- Contribute to result oriented quantitative research towards portfolio construction and model portfolio development.

- Development of data driven and quantitative models, frameworks across various processes.

- Develop implementable signal-based strategies using the models that can contribute towards superior return generation/portfolio construction. Contribute towards qualitative and investment research.

- Able to extract and build models using unconventional data sets viz. twitter feeds, google trend, satellite imagery, technical indicators along with commonly used variables

- Quantitative finance including advanced econometrics and statistical modelling

- Build models using unconventional data sets viz. twitter feeds, google trend, satellite imagery, technical indicators along with commonly used variables

Educational Qualifications :

- BE/B Tech from a top tier college and/or Masters in Financial Engineering / Econometrics / Quantitative Finance and MBA finance or CFA.

Domain Knowledge :

- 2-3 years- experience in Python (Numpy, Pandas), R.

- Programming and quantitative modelling.

IT Skills :

- Knowledge of Refinitiv/Bloomberg terminal desirable.