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HR Head at Arin Consultancy
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Quant Analyst - PMS & Alternative Investments - IIT/NIT (5-10 yrs)
Job Description
Job Title: Quant Analyst
Industry: Mutual Funds
- Develop quantitative models using machine learning methodology on conventional and unconventional time series data set.
- Quantitative finance including advanced econometrics and statistical modelling
- Responsible for maintaining /rectification of existing quantitative models
- Build models using unconventional data sets viz. twitter feeds, google trend, satellite imagery, technical indicators along with commonly used variables
- 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
Educational Qualifications:
BE/B.Tech from a top tier college and/or Masters in Financial Engineering / Econometrics / Quantitative Finance and MBA finance or CFA.
Prior Experience:
- 4-8 years of work experience in a quantitative investment strategies/research team as a Quantitative Researcher.
- Experience in Building models using both supervised and unsupervised learning algorithms, fiduciary management, asset management or investment banking with strong statistical knowledge is a must.
- Possesses strong statistical knowledge or is motivated to learn the statistics governing the machine learning algorithms.
- Experience in developing models for time series data viz. Markov, family of neural networks, bootstrap, NLP, SVM etc.
- Multi asset class exposure with quantitative modelling experience, strategy back-tests, portfolio analytics, optimization and simulation Able to research, self-learn and use, complex R/Python libraries required for developing the quantitative models.
- Strong financial instruments knowledge, covering but not limited to fixed income, equities, ETF's, funds, derivatives and market indices.
Domain Knowledge
2-3 years' experience in Python (Numpy, Pandas), R. Programming and quantitative modelling.
T Skills
Knowledge of Refinitiv/Bloomberg terminal desirable
Planning & execution
Practical knowledge of machine learning packages in Python and R.
Interpersonal Skill
Highly proficient in Econometrics and Portfolio.
Team Player
Excellent analytical, programming and technical writing skills
Department:
Fund Management - PMS & Alt Investments
Direct Reporting: Fund Manager
Location: Mumbai
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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