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21/05 Meryl
Consultant at Black Turtle

Views:977 Applications:176 Rec. Actions:Recruiter Actions:36

Quantitative Analyst - Investment Bank - IIT/NIT/BITS (1-5 yrs)

Mumbai Job Code: 823557

Quantitative analyst for one of the top investment banks from IIT/NIT/BITS Pilani


Overall purpose of role :

To build and maintain the QPS datasets and provide quantitative analysis support to senior QPS Analysts in Mumbai/New York

1. Assist the senior analyst in maintaining production datasets used in daily and monthly production of proprietary liquidity metrics: LCS - (Liquidity Cost Scores).

2. Monitor the daily LCS automation, handling exceptions and act as a back-up for internal data requirements.

3. Support team research, improve and maintain existing automation codes. The role will eventually evolve in conducting quantitative analysis on model related issues, actively contribute to model development & maintenance of various asset classes.

Key Accountabilities:

- Collect insights and data from SQL data infrastructure to support adhoc research projects, monitor QPS automation jobs investigate and escalate to IT in case of job failures.

- The candidate will be expected to have a critical eye on the established process/systems in order to question them in a positive, productive and efficient way.

- IT teams: We work with research IT teams in order to support the production and be able to rollout in a timely fashion on our new fixes.

- Assist the senior QPS Analytics members in coding exercises, model related issues and empirical research

- Other QPS members: We are currently working on a cross-asset research support. As part of this effort, the successful candidate will work with other QPS members to conduct exploratory data analysis where needed.

Stakeholder Management and Leadership

This position sits within the Global Research function providing support to QPS Analytics research and production activities.

Decision-making and Problem Solving

- This hands-on role requires strong analytic skills to be able to understand and support model implementation and tools. The role requires good judgement in dealing both with short-term and longer-term projects with direct impact on the QPS data products and a strong drive to develop an in-depth understanding of QPS processes.

- Risk and Control Objective [This section is mandatory for all role profiles and must not be deleted]

- Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Policies and Policy Standards.

Person Specification:

Personal attributes essential to performing role including competencies, expertise, knowledge, and experience. Note: experience requirements must not be in the form of years (minimum or otherwise).

Essential Skills/Basic Qualifications:

- MBA / CFA / Master's or B.Tech degree in Computer Science, Electrical, Engineering Physics, Chemical Engg, Mechanical from IIT/Tier 1 Colleges

- Fixed Income knowledge will be a plus with a specific focus on corporate bond market

- Experience in building algorithms, statistical or mathematical modelling will be a plus

- 1-3 years of hands on experience in coding using SAS, R and Python numpy, pandas

- 1-3 years of experience in a financial institution or firm, in a quantitative area

- Modeling data is part of the daily work, knowledge in statistics is mandatory

- Strong quantitative finance background plus coding enthusiast highly desirable

Desirable skills/Preferred Qualifications:

- Strong logical thinking, problem solving, mathematical and programming skills (Python, SAS or similar)

- Extract and analyse data from large bond datasets

- Able to work effectively in a fast-paced and demanding environment

- Excellent verbal and written communication. Ability to write effective, high-quality emails and documents

Women-friendly workplace:

Maternity and Paternity Benefits

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