Quantitative Investment Research Analyst

Associate Quant Research Analyst

Location: Mumbai

Indexing is an independent, small and growing team. The group develops indexes that are deployed for use by both internal and external clients. The indexes are global in nature and may cover multiple asset classes including equities, fixed income, and alternatives. The indexes are systematically constructed based on one or more investment factors or themes.

Primary Job Function

The Associate Research Analyst for Indexing has responsibilities in both index research and index management. He or she will work in a team environment to prepare and review systematically constructed indexes in various geographic regions and asset classes including equity, fixed income, and alternatives. The Associate Research Analyst will have opportunities to work as part of a small team conducting research on factor-based forecasting models that are used in the construction of the indexes and to help develop ideas for new indexes. He or she will write reports and present findings in both areas of index research and in index management.

Duties and Responsibilities - 

- Rebalance, monitor, and maintain indexes

- Load and examine raw financial data. Investigate and correct issues related to data integrity

- Review quantitative model input and output for completeness and accuracy

- Prepare and deliver index data for distribution to clients and index partners

- Assist in researching, building and back-testing return forecasting factors and multivariate factor models across various asset classes

- Assist in researching issues related to the factors, models, and index construction

- Assist client service team in responding to client and consultant inquiries

Candidate Profile:

Technical skills

- Excellent quantitative and analytical skills

- Knowledge of financial databases, such as IDC, Bloomberg, Datastream, Factset, Compustat, Worldscope, and IBES

- Proficient in financial applications for data analysis and performance attribution; FactSet, Barra/Axioma, and Bloomberg preferable

- Ability to program. R and/or MATLAB are preferable

- Proficient in Microsoft Office, particularly Excel and PowerPoint. VBA experience is preferable.

- Exceptional verbal and written communication skills

Personal skills

- Passion for investments

- Strong background in accounting and security analysis of equities and fixed income

- High level of integrity and humility with a team-first attitude

- Self-motivated and able to work productively with limited supervision

- Detail oriented and intellectually curious

- Independent thinker

- Enthusiastic worker willing to do whatever is required to get the job done

Experience and Qualification

- Minimum of five years in asset management/financial services industry

- Quantitative investment experience is preferred

- College degree required

- Graduate degree and CFA designation preferred