Brief JD:
This is a Quant-Portfolio optimization analyst role with key responsibilities -
- Build and maintain a port. optimization tool to support asset allocation and port. construction decisions
- Develop and refine quantitative models (from market patterns/trends) balancing return, risk and cost objectives
- Review academic and practitioner research papers to identify new optimization methods and translate them into production ready frameworks
- Conduct inv. strategy back testing and scenario analysis to validate model outcomes
Experience and Skills:
- Experience tier: 2-5 years
- Math/Quant Skills: Regression, Linear algebra, Probability theory, Statistics
- Coding: R and/or Python and/or Matlab
- Working in portfolio level analytics, inv. strategy optimization etc. (preferred asset management, wealth management, sell-side project experience)
- Ability to review / implement ideas from academic papers
- Education pedigree: Preferred from IITs, top institutes
