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12/11 Devyani Kadam
Senior Associate at Vitasta Consulting

Views:258 Applications:50 Rec. Actions:Recruiter Actions:46

Quantitative Strategy Role - BFSI (10-15 yrs)

Mumbai Job Code: 1003840

Responsibilities:-

- Developing Asset Allocation models using quantitative modeling and portfolio optimization techniques.

- Conducting factor modeling and implementing non-linear models on time series data using quantitative and machine learning methods.

- Analyzing macro-economic data using reasoning, qualitative assessment and quantitative techniques to assist the overall research framework.

- Writing thematic reports on as global macroeconomic trends and their effect on financial markets.

- Managing a team of associates working on automating existing models in Python and developing a web application that hosts all the in-house quantitative tools.

- Developed R packages to calculate financial market and systemic risk measures over time for firms listed on NSE.

- Led a team of researchers working on developing quant strategies.

- Generating ideas and gleaning insights from financial data to provide actionable insights to stakeholders and business heads.

- Conduct policy research and wrote reports and short notes on securitization and asset reconstruction companies in India.

- Write notes on discussion and consultation papers put out by SEBI and RBI.

Skills :

- Analytic and problem-solving skill

- Collaborative and result oriented

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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