Quantitative Finance Recruiter at Black Turtle India Pvt. Ltd.
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Quantitative Researcher - Asset Management Firm (3-5 yrs)
We are looking for Quantitative Researchers for a Leading Asset management MNC in Bangalore with 3 to 5 Years of Experience in Quant research, Index Research, Portfolio Construction, Macro Economic Research and someone with hands on practical exposure on MATLAB.
Job Description :
- Multi-asset class portfolio research and development, including optimization, backtesting, forward-looking simulations, stress testing/scenario analysis, and exposure analysis of strategic balanced, liability-driven, and benchmark-relative and absolute return-oriented tactical investment strategies, along with tactical model R&D.
- Managerial oversight of a local team of Investment Solutions Research Analysts
- Portfolio risk and performance analysis, and custom client-driven reporting and analysis using the Barra One platform and proprietary tools
- Holdings and returns-based risk analysis and performance attribution on single asset class and multi asset class portfolios
- Futures basket analysis and creation
- Analysis of existing and proposed target volatility risk management portfolio overlays, including developing and executing improvements to existing models and processes
- Validating TAA quantitative model output, troubleshooting issues, model performance attribution
- Advanced degree in Business or Finance
- An independent thinker with interest in quantitative finance and developed quantitative skills
- Minimum 2-5 years of experience in the investment management industry
- Proficiency with a statistical software package such as Matlab
- Knowledge of portfolio management/risk modeling tools such as Barra One or Axioma
- Familiarity with Bloomberg or Factset
- Fluent written and spoken English
- High proficiency with MS Office Suite