HR Head at Arin Consultancy
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Quantitative Research Role - Asset Management Firm (2-3 yrs)
Role Requirements :
- Develop quantitative models using machine learning methodology on conventional and unconventional time series data set.
- Responsible for maintaining /rectification of existing quantitative models
- Contribute to result-oriented quantitative research towards portfolio construction and model portfolio development.
- Development of data-driven and quantitative models, frameworks across various processes.
- Contribute to qualitative and investment research.
Technical Skills :
- Strong background in quantitative finance including advanced econometrics and statistical modeling.
- Exposure to developing models for time series data viz. Markov, family of neural networks, bootstrap, NLP, SVM etc.
- Possesses strong statistical knowledge or is motivated to learn the statistics governing the machine learning algorithms.
- Able to extract and build models using unconventional data sets viz. twitter feeds, google trend, satellite imagery, technical indicators along with commonly used variables.
- Able to research, self-learn and use, complex R/Python libraries required for developing the quantitative models.
- Develop implementable signal based strategies using the models that can contribute towards superior return generation/portfolio construction.
- Multi-asset class exposure with quantitative modeling experience, strategy back-tests, portfolio analytics, optimization, and simulation.
- Expertise in factor modeling using Python / R.
- Strong financial instruments knowledge, covering but not limited to fixed income, equities, ETF- s, funds, derivatives and market indices.
General Skills :
- Excellent analytical, programming and technical writing skills.
- Ability to work independently as well as with the team.
- Self Development: Able to identify personal knowledge and skill gaps relevant for the job role.
Prior experience :
- 2-3 years of work experience in a quantitative investment strategies/research team as a Quantitative Researcher.
- Prior experience in building models using both supervised and unsupervised learning algorithms.
- Prior experience in fiduciary management, asset management or investment banking with strong statistical knowledge is a must.
Education Qualification :
- BE/B Tech from a top tier college and/or Masters in Financial Engineering / Econometrics / Quantitative Finance
- Evidence of programming and quantitative modeling.
- Progression towards CFA desirable.
Technical Skills :
- 2-3 years- experience in Python (Numpy, Pandas), R.
- Practical knowledge of machine learning packages in Python and R.
- Knowledge was of Refinitiv/Bloomberg terminal desirable.
- Highly proficient in Econometrics and Portfolio Management strategies.
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