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Quantitative Research

2.00 to 3.00 Years   Kolkata   06 Aug, 2020
ARIN CONSULTANCY
Job LocationKolkata
EducationNot Mentioned
SalaryNot Disclosed
IndustryManagement Consulting / Strategy
Functional AreaGeneral / Other Software
EmploymentTypeFull-time

Job Description

Role Requirements

  • Develop quantitative models using machine learning methodology on conventional and unconventional time series data set.
  • Responsible for maintaining /rectification of existing quantitative models
  • Contribute to result oriented quantitative research towards portfolio construction and model portfolio development.
  • Development of data driven and quantitative models, frameworks across various processes. Contribute towards qualitative and investment research.

Technical Skills

  • Strong background in quantitative finance including advanced econometrics and statistical modeling
  • Exposure to developing models for time series data viz. Markov, family of neural networks, bootstrap, NLP, SVM etc.
  • Possesses strong statistical knowledge or is motivated to learn the statistics governing the machine learning algorithms.
  • Able to extract and build models using unconventional data sets viz. twitter feeds, google trend, satellite imagery, technical indicators along with commonly used variables
  • Able to research, self-learn and use, complex R/Python libraries required for developing the quantitative models.
  • Develop implementable signal based strategies using the models that can contribute towards superior return generation/portfolio construction
  • Multi asset class exposure with quantitative modeling experience, strategy back-tests, portfolio analytics, optimization and simulation
  • Expertise in factor modeling using Python / R.
  • Strong financial instruments knowledge, covering but not limited to fixed income, equities, ETF s, funds, derivatives and market indices.

General Skills

  • Excellent analytical, programming and technical writing skills
  • Ability to work independently as well as with the team.
  • Self Development: Able to identify personal knowledge and skill gaps relevant for the job role.

Prior experience

  • 2-3 years of work experience in a quantitative investment strategies/research team as a Quantitative Researcher.
  • Prior experience in building models using both supervised and unsupervised learning algorithms.
  • Prior experience in fiduciary management, asset management or investment banking with strong statistical knowledge is a must.

Education Qualification

  • BE/B Tech from a top tier college and/or Masters in Financial Engineering / Econometrics / Quantitative Finance
  • Evidence of programming and quantitative modeling.
  • Progression towards CFA desirable.

Technical Skills

  • 2-3 years experience in Python (Numpy, Pandas), R.
  • Practical knowledge of machine learning packages in Python and R.
  • Knowledge of Refinitiv/Bloomberg terminal desirable.
  • Highly proficient in Econometrics and Portfolio Management strategies.
,

Keyskills :
time seriesfixed incomewriting skillsneural networksmodel portfolioasset managementmachine learningtechnical skillstechnical writingsatellite imagerycommercial modelsinvestment bankingquantitative modelsportfolio managementstatistical modeli

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