Summary of Work:
Lead analyst for developing investment analysis, research and trading applications utilizing innovative technologies.
- Analyze financial data and develop analytics using advanced analytics and emerging technologies such as machine learning and optimization techniques for portfolio construction/modeling/optimization, as well as other areas of asset management such as product development, compliance, sales and distribution.
- Perform analysis and evaluation of new data sources, products and solutions used in asset management space.
- Analyze data to find patterns/trends/issues etc. Backtest quantitative models and testing of portfolio management and trading workflows.
- Research into new and emerging technologies, work with the team to perform proof of concepts and document results.
- Perform light project management/planning activities such as maintaining product backlog or entering progress in clarity.
Essential Duties and Responsibilities:
- Develop innovative analytics for securities selection, recommendation and optimization. Perform Data Analysis, Data Mapping and gap analysis.
- Develop written business requirements, functional requirements and technical specification documents, including use cases, stories, workflows, screen mockups, non-functional requirements and related data analysis.
- Maintain project task lists and update timely. Provide status and progress updates to Manager. Identifies and manages dependencies and downstream impacts of the project to minimize adverse effects on other projects and/or programs.
- Create and maintain technical documentation using defined technical documentation templates that meet SDLC standards
- Identify and communicate technical risks, issues, and changes
1. 5+ years of quantitative analyst experience in the asset management, especially in the quantitative portfolio mgmt. space.
2. Deep understanding and experience of quantitative portfolio management systems and familiarity with related data sources
a. Familiarity with portfolio construction, portfolio optimization and factor models.
b. Understanding of reference data/market data platforms such as S&P xPressFeed, Capital IQ, Compustat, Factset, Bloomberg, Reuters etc.
c. Understanding of and experience with alternative data sources such as news analytics, social media, Satellite Imagery etc.
3. Experience with Statistical - Financial modelling, risk management techniques and programming skills (Python, R)
4. Knowledge of AI/Machine Learning and their use in asset management space.
1. Experience with following technologies a plus
a. Unix Commands and utilities, some monitoring and tuning.
b. Ability to develop shell scripts or other scripts (such as Perl/python/R) for data processing, job execution and monitoring.
c. Experience with Big data analytics and related tools.
2. Experience with basic project management and reporting activities
3. A Masters or higher in a quantitative discipline such as quantitative finance, statistics, data science or computer science etc. would be highly desirable