Senior Research Analyst, Data Analytics

Department

GR&RS

Job Description

Responsibilities

• Support investment portfolio reporting and quantitative analyses for a leading alternative asset manager. Develop and improve workflow efficiency through automation
• Assist with development, calibration, prototyping and documentation of risk models
• Assist with preparation of materials for client and senior management
• Assist with development of robust risk management framework and analytics across portfolios
• Analyse time series data to identify and report any trends or errors/exceptions, using quantitative techniques, machine learning models
• Develop and maintain dynamic dashboards in risk reporting

Key Skills

• Experienced in data science, machine learning, quantitative modelling
• Proficient in programming languages like Python, SQL, libraries like Pandas, Numpy, Matplotlib
• Experienced in Amazon SageMaker. Has commanding grasp on Excel
• Experienced in web scrapping, using libraries like Selenium, Request
• Basic knowledge of BI tools like Tableau/ Sigma Computing
• Has experience of risk analytic platforms (e.g., FactSet; Risk Metrics; Bloomberg)
• Quantitative background such as Mathematics, Mathematical Finance, Econometrics
• Understanding of different alternative asset classes and instruments, with strong knowledge of fixed income securities and their characteristics in particular
• Preferred qualification - CFA/ FRM/ CQF/ PG degree in finance
• Ability to work independently as well as thrive in a team-oriented environment
• Comfortable taking initiative and being resourceful
• Experience in an investment risk related role preferred

Open Positions

1

Mandatory Skills

SQL

Education Qualification

M. Sc. (Mathematics / Mathematical Finance / Econometrics / related field) + CFA/ FRM/ CQF

Experience

3 to 7 years