CRISIL - Quantitative Analyst - Portfolio Optimization

Description :

This is a Quant-Portfolio optimization analyst role with key responsibilities :

- Build and maintain a port. optimization tool to support asset allocation and portfolio 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