Quantitative Research Role - Asset Management Firm

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.