Quantitative Investment Strategist - Asset Management Firm

Leading Asset Management company - Bangalore - Quantitative Investment Strategist

Job Description:

- This position will be a member of ISG's Alpha Research Team, which is responsible for developing proprietary quantitative models and strategies. The ISG Quantitative Investment Strategist will execute research projects with the objective of improving or developing investment strategies and integrating research solutions into client portfolios. Research objectives include R&D on quantitative models, investment strategies, and trading approaches. The role also necessitates preparing cogent summaries of our research findings.

- As a Strategist, you will be responsible for quantitative research such as strategy back-tests, portfolio analytics, portfolio optimizations and trading simulations. Research projects will be related to developing investment strategies and integrating the team's research solutions into client portfolios.

- We are seeking individuals with experiences in areas of Finance, Applied Mathematics, or Economics with a specialization in investment management. Experience with research and modeling within the context of multi-asset class portfolios is preferred. As a potential candidate, you are expected to have experience in quantitative analysis: forecasting models, portfolio construction, risk management, and trading using a variety of advanced quantitative techniques. You should be able to work well in a team and feel comfortable presenting research findings.

Responsibilities:

- Independently execute research projects on quantitative strategies

- Present research findings effectively

- Develop and enhance investment/trading strategies

- Participate in model validation, maintenance, and infrastructure monitoring

- Deliver portfolio analytics and investment analysis to clients and portfolio managers

Qualifications:

- Advanced degree in Finance/Economics/Math (PhD in Finance is preferred)

- CFA designation is a plus

- Minimum 3-5 years of professional/academic experience

- Strong quantitative modeling, analytical skills

- Strong programming skills (Matlab (required), SQL, Excel, VBA)

- Experience with financial software (FactSet, Bloomberg, Ibbotson, Datastream)

- Positive attitude, strong work ethic, ability to execute independently yet also have strong team orientation