Job Duties Work closely with Client's Multi-Asset Quant Research team to support on :

- Take ownership/maintenance of Factor diagnostics & back-testing of factors, exposures process

- Enhance existing processes through use of technology

- Optimize/Customize/Enhance existing functions/procedures/scripts to make it more efficient

- Work on development of new tools/projects involving trades modelling, exposure reporting, optimization and own development and maintenance of these tools

- Analyze new data source, clean, store and then run factor diagnostics and then explore predictive ability of the data for companies for few quarters ahead

Qualification - Bachelors in Engineering (Computers/Electronics preferred), Masters in Finance/Engineering

- CFA/FRM (pursuing/completed) would be added advantage

Skills Required

- Strong programming experience in MATLAB is required (need not be in the current role, but should have worked on in job experience). Good understanding/experience of Object-Oriented programming in any supported language such as C++, Python, JAVA is required

- Proficient in fetching data using SQL queries would be desirable

- Basic Understanding of statistical techniques is required. Coursework in Statistics and familiarity with techniques such as Regression etc. would be good to have

- Basic understanding of macro/financial markets would be good to have. Interest in financial markets, investing in personal capacity would be good to have.

- Ability to work and execute independently, High level of attention to detail and accuracy, ensure quality, excited to learn financial markets domain

- Strong communication skills with proven ability to interact with global clients

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.