Portfolio Analytics Quant Role – Buy Side/Risk Management – Banking/Financial Services – IIT/NI[...]

Callisto Talent Solutions Private limited; Bengaluru; On-site; INR 1,800,000 - 2,600,000; Full time

Job summary

A data research and analytics firm based in the UK seeks a Portfolio Analytics Quant for developing quantitative models using Python for portfolio construction and risk management. Candidates should have a strong foundation in statistics and at least 4 years of relevant experience in risk modeling and asset management. Strong Python coding skills and a relevant degree are required. The position is based in Bengaluru, India.

Qualifications

• 4+ years of relevant experience developing tools for portfolio construction and risk modelling.
• Solid experience writing robust numerical code.
• Strong knowledge of futures, swaps, options, and structured products.
• Strong foundation in statistics, econometrics, time series modelling, optimisation and numerical techniques.
• Strong Python coding skills; ability to write robust, production-quality numerical code and good software design.

Responsibilities

• Develop quant models using Python for portfolio construction and risk management.
• Develop stress testing and scenario analysis methodologies.
• Conduct market research and generate client reports.
• Market research, pricing and risk analysis and generating reports as per client’s requirement.
• Regularly interacting with client and advising them on market scenarios, trading strategies and risk management.

Skills

Python coding skills

Strong statistical foundation

Understanding of structured products

Experience with portfolio construction

Education

BE, BTech, MS in Maths/Statistics/Financial Engineering from Tier 1 institute

Tools

VaR reporting tools

Stress testing tools

Job description

Portfolio Analytics Quant – Buy Side

Our client is a UK based startup focused on data research and analytics and supporting global banks and financial institutions to manage their assets. They are hiring Market Risk Model Developer and Structuring expert to join their team.

Job Responsibilities

• Develop quant models using python to be used for portfolio construction, attribution and risk management.
• Develop stress testing and scenario analysis methodologies.
• Tools to report portfolio level risk metrics including VaR, Stressed VaR, Shortfall, and P&L.
• Market research, pricing and risk analysis and generating reports as per client’s requirement.
• Regularly interacting with client and advising them on market scenarios, trading strategies and risk management.

Essential Qualification and Skills

• BE, BTech, MS in Maths/Statistics/Financial Engineering from Tier 1 institute.
• 4+ years of relevant experience developing tools for portfolio construction, risk modelling, attribution and stress testing for asset management.
• Worked on Fx or Equity Portfolio.
• Strong knowledge of futures, swaps, options and structured products from a risk perspective.
• Strong foundation in statistics, econometrics, time series modelling, optimisation, and practical experience implementing numerical techniques in these areas.
• Strong coding skills in Python, solid experience writing robust, industrial-strength, numerical code, and good software engineering and design skill

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.