Overview
Client Name: Leading Asset Management Co
Location: Mumbai
Designation: Quant _Associate/Associate Director
Qualification: Bt.Tech/BSc , PG , M.Tech , Msc , PHD , Mstats , Mathematics – FROM TIER ONE ONLY
Role:
– Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a potentially high paced environment.
– Analyze Fixed Income portfolios utilizing analytical tools and techniques to facilitate discussions on portfolio construction.
– Visualization of Portfolio via Tableau, Python or best in class visualization tool
– Utilize proprietary risk systems for monitoring of portfolio exposures, stress testing, risk and performance attribution.
– Partner with Analytics and Technology teams to develop, enhance, and deliver state-of-the-art risk analytics and models.
– Clearly and concisely articulate complex ideas to target audiences including portfolio managers, traders and executive management.
– Build and manage relationships with stakeholders, and more importantly with local and regional business leaders, including internal and external parties
Requirement:
– Experience as a Quantitative Analyst in a Front Office team in large Investment Banks or Asset Managers with focus on traded credit products and Asset Backed Securities
– Deep expertise in credit market dynamics including cash, synthetics, and structured products.
– Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, simulation techniques, derivatives pricing, and risk analytics.
– Proven expertise in stress testing and scenario analysis to assess risk exposures.
– Strong programming skills: Python, R, SQL, and Excel (required) and C/C++ (preferred).