Specialist - Portfolio Analytics - BFSI

Role Requirement:

- Modeling of fixed income portfolios using external software.

- Responsible for report generation and style analytics

- Contribute to action-oriented portfolio intelligence research using quantitative factor modeling

- Develop strategic asset allocation models, risk and return calibration and portfolio analytics on portfolios of institutional investors.

- Strong interest in markets and multi asset class portfolio management

- Understanding of macro (fixed income/ rates) and systematic factors affecting a portfolio

Technical Skills:

- Strong background in portfolio management, construction and advanced econometrics, statistical modeling and programming skills in at least one of R, Python, MATLAB etc.

- Able to research, self-learn and use, complex R/Python libraries required for developing the quantitative models.

- Multi asset class exposure with experience in attribution analysis

- Strong financial instruments knowledge, covering but not limited to fixed income, equities, ETF- s, funds, derivatives and market indices.

Prior Experience:

- 1-2 years of work experience in a portfolio management /investment strategies team as a researcher / PM.

- Prior experience in fiduciary management, asset management or investment banking with strong understanding of financial instruments.

- BE/B Tech from a top tier college and/or Masters in Finance / Financial Engineering / Econometrics / Quantitative Finance

- Evidence of expertise in statistical tools.

- 1-2 years experience in global markets with inclination towards fixed income