06/04 Pushkaraj Ramesh Sawant
Quantitative Finance Recruiter at Black Turtle India Pvt. Ltd.

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

Bangalore Job Code: 814731

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

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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