Quant Analyst - PMS & Alternative Investments - IIT/NIT

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