Research Analyst/Senior Research Analyst - BFSI

Job Title: RA / SRA

Location: Bangalore

Experience: 2 - 4 years

Responsibilities:

- Creating and maintaining short term as well as medium term market and macro models for G10 FX and pointing out statistically significant divergence between the model estimated FX spot rates and actual spot

- Forecasting the direction of the surprise relative to consensus forecast for close to 80 macroeconomic indicators globally and assessing the impact of the estimated surprise on the FX crosses. The signals of the models is circulated among the FX traders

- Developing and maintaining different foreign exchange relevant indices and monitors like Data Surprise Indices, FX Positioning Indices, Macro Momentum Indices, FX relative PPP valuation Monitor, COFER Monitor, Global Capital Flows Monitor, EM Central Bank Intervention Pressure Indices, Global Risk Barometer, Global Cycle Monitor, M&A Monitor, FX Theme Radar, EM External Sensitivity Indices, EM Monetary Condition Indices etc on regular basis

- Generating and back testing trading ideas for G10 currencies on the basis of yield curve slope, yield spread, relative equity performance, PPP Valuation, Momentum, Forward rate bias etc

- Writing research reports on the performance of different tradable currency indices of the client

Handle ad hoc research requests as per client requirements

Qualification: Economics/MBA

Skills: Advanced Excel, VBA skills (preferable)

Salary : upto 11 LPA