JOB CODE : SKILL-DSP101 (USE THIS JOB CODE APPLYING FOR THE MENTIONED JOB ROLE)
- Function : Quantitative Investments Location Mumbai
- Number of Positions : One
- Location : Mumbai
- Total Compensation Range : Competitive
- Reporting Structure : Manager Head – Quantitative Investments
- Reviewer : Managing Director & Chief Executive Officer
About the Role
Describe the role in detail : 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
Requirements for the Role
- Competencies needed for the role :
- Statistics and data analytics
- Working knowledge of Python/R/Matlab
- Knowledge of finance, derivatives, economics
- Machine learning
