Our Client is a well established Life Insurance Company. Established in 2011, the company is part of India's leading diversified financial services organization.
Designation: AM / Manager / Sr.Manager
Reporting Manager CIO / Equity CIO
An exciting opportunity for a quant research specialist from an Engineering + Management background(Tier 1/ Tier 2) who has hands on experience in aspects like Programming (R/Python), Quantitative finance (Econometrics, Stochastic modelling ), Portfolio management & Investments (Asset allocation process,Multi asset class portfolios) with detailed knowledge in Fund management/ Financial markets.
You would be part of investment team of our Insurance Company where you would play an advisory role for the management.
If you are someone with expertise in of asset allocation research, asset liability models, quant models, financial models with a CFA /FRM certification or grad/post graduate from a Tier 1 college then this job is for you.
- Develop Quant based strategies in Indian Equities for long only benchmarked portfolio
- Evaluating the strategies on an ongoing basis
- Database Management for the data required to test the strategies.
- Responsible for building asset and liability scenario analysis/models and help in understand the risk and return consequences of investing in a specific equity.
- Helping in optimize investment portfolio and suggest where to invest
- Building stochastic scenario analysis by quantifying probability of reaching long-term goals
- Communicating output and outcomes in clear and concise documents (presentations, reports) to peers and leaders.
- Bachelors /Masters in engineering or statistics or mathematics + Post graduation in Management from Tier1/ Tier 2 college with 3 to 8 yrs.experience & strong understanding of econometric modelling techniques and financial or statistical modelling.
- Good understanding of different asset classes, preferably Equity with understanding of other financial products
- Adept in investment analytics, modelling platforms and derivatives with exposure to financial markets and insurance background would be preferable.
- High level of proficiency and hands-on experience in R and Python (programming)is a must
- Strong written and verbal communications and confidence to engage with senior stakeholders
- Mentor junior team members in asset class research and quantitative modelling skills
- Proactive, independent and focused individual with excellent communication and interpersonal skills.