Quantitative Analyst

3 days ago


Pune India Crisil Full time

Job Description 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



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