Wednesday, May 23, 2012

Quantitative Research - Inv Bank (4-10 yrs)

Job Code: 57198
Location: Mumbai
 
Company : Leading Investment Bank

Location : Mumbai

Grade & CTC: Negotiable

Job Description

The role of a Quantitative Research Senior Analyst requires:

- Solving fundamental research problems with a quantitative approach and with sound mathematical and statistical basis.

- Applying quantitative finance and econometric tools and techniques to financial and economic data to obtain analytical output, testing hypothesis by applying massive data analysis.

- Design of optimization capabilities, portfolio construction methods and analytics, and risk management tools (preferred).

- Design and implementation of experiments to validate economic and statistical hypotheses.

- Review and application of concepts from the latest academic journals and investment research.

- Preparing of presentations and studies for internal and end-clients and contributing to global research publications.

- Creating and generating innovative and successful investment ideas and solutions for clients.

- Connect and co-ordinate successfully with on-shore research analysts and create a winning team.

Qualifications/ competencies

Qualifications

- Advanced Quantitative Finance / Econometrics/ Engineering degree from reputed University/ IIT or equivalent college, with added qualifications like FRM/ CFA / CAIA/ CQF preferred.

- Minimum of 4 years of professional experience in econometric applications /quantitative research.

- Working knowledge in statistical software (Eviews/ SAS/SPSS/ Stata), advanced programming knowledge in Excel/VBA. Preferred knowledge of Matlab and SQL.

- Understanding of different asset classes, markets and products, with good functional experience in at least one asset class.

Competencies

- Specialist experience in topics like econometric analysis of time series/ panel data applied in macro and asset class specific research.

- Familiarity in asset allocation strategies, portfolio optimization, risk modeling and performance measurement and attribution is welcome.

- Should be able to articulate complex thoughts and ideas into simple language and communicate them with ease

- Should have excellent communication and presentation skills.

- Should be a quick learner ; showing high energy and drive to accomplish results

- Ability to work independently or as a part of a team.

- Should be able to generate ideas, test and implement them.

- Excellent writing and PowerPoint skills and fluent English.

Please share your CV on somishah.g@gmail.com

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