Quantitative Analyst
CRISIL
- Location
- Pune Division, Maharashtra, India
- Job type
- Full-time
Required skills
- Python
- asset allocation
- MATLAB
- regression
- statistics
About the role
CRISIL
Website:
crisil.com
Job details:
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 academic papers
- Education pedigree: Preferred from IITs, top institutes
Click on Apply to know more.
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