Quant credit analyst

ThoughtFocus; Bengaluru; On-site; INR 1,000,000 - 1,500,000; Full time

Job summary

A financial services company in India is looking for a Quantitative Analyst to conduct performance attribution analysis and develop quantitative models to measure risk exposure. Candidates should possess an MBA or equivalent, with at least 5 years of experience in quantitative analysis and proficiency in SQL and Python. The role involves collaboration with portfolio managers and providing recommendations based on detailed analytical assessments.

Qualifications

• Minimum of 5 years of experience in quantitative analysis and performance attribution.
• Strong programming skills in Python and proficiency in SQL.

Responsibilities

• Conduct performance attribution analysis for investment funds.
• Develop and maintain quantitative models for portfolio risk exposure.
• Collaborate with investment teams to implement risk management strategies.

Skills

Quantitative analysis

Risk management

Performance attribution

SQL

Python

Education

MBA or M. Com in Finance

Job description

Responsibilities

• Conduct performance attribution analysis for investment funds, identifying drivers of portfolio returns and evaluating the effectiveness of investment strategies.
• Develop and maintain quantitative models to measure and monitor portfolio risk exposure, including VaR (Value at Risk), stress testing, and scenario analysis.
• Collaborate with portfolio managers and investment teams to implement risk management strategies and optimize portfolio construction.
• Provide insightful recommendations to senior management based on quantitative analysis results and risk assessments.
• Utilize SQL to extract and manipulate data from large-scale databases, ensuring data integrity and accuracy for analysis purposes.
• Develop automated processes and tools using Python to streamline performance attribution workflows and enhance analytical capabilities.

Education, Training and Experience

• Degree in MBA, M. Com or an equivalent in Finance or similar field
• Minimum of 5 years of experience in quantitative analysis, risk management, and performance attribution within the financial services industry, preferably in asset management or investment banking.
• Proficiency in SQL for data extraction, manipulation, and analysis from relational databases.
• Strong programming skills in Python for quantitative analysis, data visualization, and automation.
• Experience with performance attribution methodologies, such as factor-based attribution, security selection, and sector allocation analysis.
• Solid understanding of financial instruments, derivatives, and portfolio management principles.
• Excellent analytical and problem-solving skills, with the ability to work independently and collaboratively in a fast-paced environment.
• Strong communication skills, both verbal and written, with the ability to convey complex technical concepts to diverse audiences.