10/06 Priyanka
Recruiter at Mainstream Technologies

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Senior Associate - Quantitative Research (2-6 yrs)

Mumbai Job Code: 707359

Day-to-Day Responsibilities:

- Write R codes to compute factor returns with several constraints/strategies as advised by the analyst and automate periodical tasks in VBA

- Conduct Backtest of various quantitative strategies, understand different metrics used to present the results and add ideas to the existing product suite and write appropriate codes to retrieve such information

- Fully understand the content, features and functionality of proprietary research database. Play an active role in managing the database in SQL Server

- Assist in the design and implementation of a suite of tailored equity research data and valuation products for an institutional client base

- Run portfolio analysis on client portfolios using the proprietary risk models. Understand various components of portfolio analysis and explain the output to clients

- Assist in the design, maintenance and distribution of customized data screens to the institutional client base, equity sales and trading colleagues

- Assist in the collection and/or creation of proprietary data sets

- Contribute to the development of research database by providing client-driven business requirements for new functional enhancements. Support testing of these new functional aspects as required

- Play a role in the continued development of innovative data products and solutions to quantitative and fundamental buy-side clients.

Required:

Education:

- BTech/MSc in Mathematics/Statistics/Physics from Tier 1 Institute

Experience:

- 2 to 5 years of experience as an R/Python/Matlab/C++ programmer in Quants/Analytics industry

- Strong experience in building factor models and conducting backtests using one of the statistical programming languages (R/Python/Matlab)

- Experience in working with Oracle/SQL Server databases

Preferred:

Education:

- Graduate/Post Graduate in Statistics, Mathematics, Engineering, Computer Science or similar

Experience:

- Awareness of financial accounting issues and market operations in various regional markets advantageous but not essential

- Experience in automation/building small applications using VBA

- Experience within an equity research environment advantageous but not essential

Certifications:

- Progress towards CFA/FRM a plus

Skills:

Technical Skills:

- Superior Microsoft Excel and VBA skills

- Strong experience in one of the statistical programming languages like R/Matlab/Python

- Experience in working with at least one of the database environment like Microsoft Access/Oracle/SQL Server/MySQL etc

- Experience in working with Thomson Reuters Quantitative Analytics (TRQA) useful but not essential

- Knowledge of relational database structures and functionality preferred but not essential

- Knowledge of vendor platforms (Bloomberg, CapitalIQ, Factset, Thomson Reuters, etc) useful but not essential

Personal Characteristics:

- Excellent interpersonal skills

- Excellent verbal and written communication skills (English)

- Ability to set goals and successfully work to deadlines

- Strong organizational skills

- Passion for numerical analysis, product creation and client servicing

- Self-starter

- Be a team player and be able to work with individuals with diverse skill sets though aligned towards a common goal

Women-friendly workplace:

Maternity and Paternity Benefits

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