Education/ Experience and Skill Requirement
Masters(preferred)/Bachelor’s degree or higher in a quantitative field such as statistics, mathematics, physics, engineering, computer science, or economics upon start date of the program Working towards professional certification (FRM or CFA), completed minimum first level.
10+ years of experience in model validation, preferably portfolio models with exposure to various asset classes Experience in team and project management
Responsibilities
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Knowledgeable in quantitative modeling involving pricing and valuation of equity and fixed income assets, strategy back-tests, portfolio analytics, portfolio optimizations and simulations
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Experience with research and modeling within the context of multi-asset class portfolios is preferred
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As a potential candidate, you are expected to have experience in quantitative analysis: forecasting models, portfolio construction, risk management, and trading using a variety of advanced quantitative techniques
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Experience with programming preferably R and Matlab
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Advanced MS Excel skills are essential
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High accuracy and attention to detail skillset is required.
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Proven analytical and intellectual capabilities; quick to develop new skills.
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Self-motivation, discipline, ability to work with stringent deadlines and maintaining high quality
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Good verbal as well as written communication skills