What is the roles objective:
The primary objective of the role is to support quantitative investments and risk management function with quantitative, data science and machine learning techniques.
- Develop Quantitative Techniques for Investment and Risk Management.
- Blend finance domain knowledge with quantitative and data analytics tools to manage portfolios.
- Create models based on macro-economics, technical, fundamental data points.
- Conduct stress testing of portfolios under various scenarios to study possible outcomes.
- Build asset allocation models that can optimize returns and risk based on investor preference, using multiple investible asset classes.
- Assessing risk using a variety of tools
- Working on building digital investment decision making tools to support investment decisions
What skills do you need to possess?
- Statistics and data analytics
- Working knowledge of Python/R/Matlab
- Knowledge of finance, derivatives, economics
- Machine learning
What is the prior experience needed?
- 5 to 6 Years of relevant exprience
What qualification you should have?
- MBA/MS (with Finance specialization), Data Analytics background can also be considered with B.Tech/ M. Tech qualification