Associate – DART

We are looking for a Quant expert to assume the responsibility as a model owner. You will join our team to advance our risk methodology creation and validating the capabilities by building analytics toolkit / models.

Job Responsibilities:

Act as Quant Lead to assume the ownership of in-house risk model to calculate Product Risk Ranking of diverse Investment Strategies and products. Develop a deep understanding of the sophisticated quantitative techniques behind risk models and produce innovative ideas for further enhancements. Develop new / enhance existing methodologies with appropriate model parameter calibration, drive the implementation and maintain the model documentation up to date. Propose new and redesign existing process flows, models and analytical tools to achieve efficiencies and controls. Be up to date with the current markets and leverage the advanced statistical / mathematical techniques to build the contemporary scenarios to capture the potential future risk exposures and remediation. Collaborate with Risk, Technology, Supervisory Management, Controls, Governance teams (close collaboration with MRGR team) and drive strategic enhancements of the models as well as measure the periodic client impacts. Develop a deep understanding of the investment strategies and products on the platform; take ownership of BAU activities, function as an SME to conduct planned activities and enable the team members towards realizing their full potential.

Required qualifications, capabilities, and skills:

8+ years of work experience in Quantitative Research / Analytics, Predictive modelling, Econometrics with focus on Market / Credit Risk modelling. Investment and/or asset & wealth management experience preferred (Broad capital markets experience across asset classes and liquidity types). Excellent written and verbal communication skills, with the ability to liaise with internal and external partners including Technology and Model Governance teams. Excellent understanding of Capital Markets, Investment / Risk Management domains including diverse investment strategies and allied performance / risk measures along with the calculation methodologies. Experience developing, navigating, and interpreting model / investment methodology documentation and understanding of fund strategies / structures. Strong quant programming skills with Data Architecture and Scripting capabilities in Python / R / Matlab / VBA with ability to perform quantitative operations swiftly. Ability to parse complex tasks and juggle priorities in a highly dynamic professional environment.

Preferred qualifications, capabilities, and skills:

Advanced education in quantitative focused fields like Engineering, Mathematics, Statistics or Econometrics with certifications like CFA / FRM / CQF preferred. Dashboard development experience in RShiny / Streamlit is a plus. Ability to thoroughly read research papers and implement the findings / methodologies mentioned in a systematic programming framework is a huge plus.

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