Job Description
Design and implement mathematical models for fundamental valuation of securities. The person will need to understand latest research in quantitative finance and implement the same.
Design, back testing and implementation of trading strategies. Work as part of the portfolio management team to determine the signals and trading strategies to go live with.
Conduct performance attribution of live portfolios.
Strong candidates should have work experience and successful track record in quantitative analysis preferably in the capital markets domain.
Experience in using some or all of the following packages: R, SAS, MATLAB, SPSS, CART
Good written and oral communication skills.
Strong experience working both independently and in a team-oriented collaborative environment.
Desired Candidate Profile
Please refer to the job description above
Key Skills
Key Skills
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Investment Strategies, Statistics, SPSS, Investment Management, Quantitative Analysis, Portfolio Management, Asset Management, Market Data, Computer Science
Qualification
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MBA
Additional Qualification
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Investment Strategies, Statistics, SPSS, Investment Management, Quantitative
Analysis, Portfolio Management, Asset Management, Market Data, Computer Science
Industry
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Banking/Financial/Insurance Services
Functional Area
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Accounting/Auditing/Tax/Financial Services
Job Role
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Operations/Legal