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 yearsMath / Quant Skills : Regression, Linear algebra, Probability theory, StatisticsCoding : R and / or Python and / or MatlabWorking in portfolio level analytics, inv. strategy optimization etc. (preferred asset management, wealth management, sell-side project experience)Ability to review / implement ideas from academic papersEducation pedigree : Preferred from IITs, top institutesSkills Required
linear algebra, probability theory, Statistics, Regression, Matlab, Python