Website Marcellus Investment Managers
Marcellus – Quant- Co-Fund Manager Role
KEY ROLES & RESPONSIBILITIES:
– Ongoing portfolio management and continuous refinement of quantitative equity investment rules.
– Research and ideate on techniques to improve effectiveness of low to mid frequency quantitative equity investment strategies for Indian equities.
– Help devise and back test rules-based investment strategies in rigorous and scalable fashion.
– Analyse and summarize large datasets and convey results to stakeholders effectively with visual charts and other techniques.
– Develop functionality to extract, transfer and load structured and unstructured financial datasets.
– Build tools and automation to promote reusability and efficiency of quantitative investment process.
FUNCTIONAL & BEHAVIOURAL KNOWLEDGE:
– A graduate degree or professional qualification in finance, accountancy, business management, commerce, economics, capital market or a professional qualification by obtaining a CFA Charter from the CFA Institute.
– Prior experience in quantitative research. Preferably Indian buy side quantitative investing experience.
– Proficient in financial statement analysis.
– Sound knowledge of integrating fundamental signals in quant portfolio construction.
– Understanding of portfolio theory and portfolio management metrics.
– Sound knowledge of basic statistical concepts like linear regression, dispersion is a plus.
– Working knowledge in any one of the following coding languages – Python, R, or Matlab is required.
– Working knowledge of relational databases is required.
– CFA or FRM (any level) is a plus.
INTERACTIONS:
– Works independently and within own team; Communicate investment strategy and rationale to existing and potential external clients.
TYPICAL SCOPE & IMPACT:
– Contributes to the achievement of personal and team objectives.
MINIMUM & PREFERRED EDUCATION:
– Graduate degree in B.E. or B.Tech.
– Prior relevant experience of 2 – 5 years in a quantitative investment or research team.
MINIMUM & PREFERRED EXPERIENCE / SKILLS:
– Strong technical skills and interest in quantitative finance is preferred.
– Prior experience in buy side quantitative investment or research team or mutual funds, PMS or AIF working on Indian equity markets would be a plus.
– Knowledge of Machine learning, NLP techniques and their applications in quantitative finance would be a plus.
To apply for this job please visit www.iimjobs.com.
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