jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
15/10 Pushkaraj Ramesh Sawant
Quantitative Finance Recruiter at Black Turtle India Pvt. Ltd.

Views:168601 Applications:1741 Rec. Actions:Recruiter Actions:218

Quantitative Researcher - Asset Management Firm (3-5 yrs)

Bangalore Job Code: 753878

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 :

Responsibilities :

- 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

Qualifications :

- 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

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
  • Apply
  • Assess Yourself
  • Save
  • Insights (Read more)
  • Follow-up
    (Read more)
Something suspicious? Report this job posting.