Associate Director/Lead Analyst-Asset Management & Advance Analytics

12+ years of experience in Quantitative Modelling and Risk Management with significant exposure to Asset Management. Exposure to Advanced Analytics mandatory

• Oversee the development of cutting-edge quantitative models and methods for investment decision-making, portfolio optimization and risk management
• Champion the use of AI/ML, data science and advanced analytics to enhance investment process and generate alpha
• Develop bespoke advanced analytics solutions and factor based models for clients covering asset allocations, portfolio optimization and strategy.
• Develop capabilities to Identify predictive signals from multiple data sets to enhance performance and decision-making
• Develop tools to implement investment strategies and optimize asset allocation.
• Integrate quantitative strategies supported by AI/ ML techniques into algorithmic trading platforms
• Build custom stress testing and scenario analysis capabilities, covering liquidity, market downturns, and climate risks (e.g., interest rate hikes, market crashes etc.)
• Validate the performance and calibration of vendor models such as MSCI Barra, Bloomberg PORT, FactSet and Blackrock Aladdin
• Establish clear governance over the use and approval of vendor models, ensuring adherence to UCITS and AIFMD guidelines
• Implement data analytics platform and quant modelling infrastructure to enable ongoing monitoring of exposure, volatility and performance at varying levels of granularity and dimensions

• MBA/ MS/Ph.D. in a quantitative discipline (math, statistics, computer science, engineering, finance)

• Exceptional leadership and decision-making skills and ability to create compelling propositions for clients.
• Excellent understanding of asset allocation, portfolio investment strategies and risk management
• Experience in a quantitative environment supporting investment management across asset classes.
• Expertise in designing and developing solutions related to multiple asset classes, risk & pricing models and risk systems.
• Experience in quantitative research and portfolio optimization.
• Expertise in statistical inference, time series forecasting, and machine learning.
• Familiarity with models and tools such as Aladdin, Barra One, Barra GEM3L, Barra US4L, Bloomberg PORT, Yield book, Encorr, Zephyr, Morningstar Direct, FactSet, WealthTec, Evestment, RiskSpan etc.
• Strong understanding of model development, monitoring, and validation processes.
• Strong understanding of Model Risk Management concepts and Stress Testing process
• Expertise in Industry Guidelines and Regulations such as UCITS and AIFMD.
• Strong communication and interpersonal skills.
• Ability to manage multiple stakeholders and liaise effectively across different levels of the organization.
• Proficiency in project management software and tools including Python, R etc.