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04/03 Rajeev
HR Head at Arin Consultancy

Views:521 Applications:97 Rec. Actions:Recruiter Actions:85

Quantitative Research Role - Asset Management Firm (2-3 yrs)

Mumbai Job Code: 804863

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.

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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