Quantitative Research Analyst - BFS

We are looking for a quantitative research analyst, passionate about building and managing the quantitative process with in a quantamental approach to investing in Indian equities. Our client is a large international financial institution in the process of launching an fund focused on Indian Equities.

Responsibilities:

- Responsible for the full data and Extract/Transform/Load (ETL) pipeline: procurement, ingestion, cleaning and warehousing of data from various vendors

- Build an extensive alpha factor library using traditional data sets (fundamentals), behavioral data sets (estimates, sentiment analytics), and unstructured - alt data including ESG.

- Liquidity-based universe construction and daily screening with a proprietary stock selection bottom-up screening tool and alpha model

- The model will seek to harvest risk premia through a multi-factor lens focusing on equity-style factors that are proven to be rewarded in the Indian market

- Provide data analytics and develop tools to aid sector allocation, portfolio construction, and risk management to build portfolios that seek to deliver superior risk-adjusted returns vs. the market

- Factor Research: Leverage academic and practitioner research to build factors, backtest strategies, and improve the alpha model on an ongoing basis

- Regime modeling and factor timing: a risk management tool to predict when/which factors might underperform using both top-down and bottom-up signal

Skill Sets:

- Buy Side / Sell Side - Quantitative Research Experience

- Understanding of Indian Equities

- Strong interest in financial data - experience working with large data platforms (Refinitive, Datastream).

- Strong proficiency and Programming experience

- Experience in applying modern machine learning techniques and applications in Quant modeling