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26/05 Ekta Singh
Senior Consultant - Recruitment at Black Turtle

Views:835 Applications:128 Rec. Actions:Recruiter Actions:23

Quantitative Portfolio Strategy Role - Research (0-2 yrs)

Mumbai/Navi Mumbai Job Code: 1101630

Quantitative Portfolio Strategy


Overall purpose of role :

To build and maintain internal quantitative models and provide quantitative analysis support to senior QPS Analysts

1. To take ownership of QPS quantitative models

2. Assist senior quant analyst in maintaining model datasets used in monthly production process

3. You will work on custom projects across multiple asset classes involving time-series analysis, statistical inferences analyzing large datasets

4. Monitor the automation of quant models, handling exceptions and act as a point of contact for RTB Research Support, Research IT-QPS Development

5. Improve and maintain existing quantitative models, conduct quantitative analysis, empirical research on model related issues

Key Accountabilities :

- Take new initiatives in improving the quant libraries, maintaining high data quality is essential for research and smooth production of quantitative models

- Work closely with the senior QPS Analysts in building research datasets for new projects

- Present the analysis in a clear and concise manner which will aid the senior analyst in further analysis

- On a monthly basis, handling quant model production, monitor automation jobs investigate and escalate to RTB/Research - IT in case of job failures

- Conduct rigorous checks as publishing erroneous data creates reputational risk for org.

- Provide guidance to Research - IT and internal stakeholders on data related issues

- 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.

- Stakeholder Management and Leadership

- This position sits within the Global Research function providing support to QPS Europe 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 :

- B.Stat/M.Stat/MS in Quantitative Economics programme from ISI or Dual Degree M. Tech in Mathematics & Computing from IITs with strong academic performance

- Academic or job market experience in quantitative research or statistical modelling development

- Skills in statistics, econometrics including time-series analysis, cross-sectional techniques will help you in the role

- Solid programming skills in at least one coding languages such as Python, R, Matlab or SAS

- Excellent written and verbal communication skills. Good creativity and ability to work independently or in a team

- Strong interest in learning about financial markets. No prior knowledge required

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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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