Quantitative Analyst

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 acad...