Assistant Manager – Quant Specialist
Mercer is pleased to announce opening for the position of Assistant Manager.
Please view the information below for this open position.
Duties and Responsibilities:
· Constructing optimal strategic asset allocation as per target risk, return, yield requirements and investment and regulatory constraints
· Efficiently work with large data sets and conceptualize analytical framework for quant projects
· Perform forward looking simulations on various portfolio attributes and conduct historical stress testing and custom scenario analysis
· Develop a quantitative understanding of passive, smart beta, enhanced and active strategies for equity and fixed income and an investment intuition around markets and macro
· Producing capital market assumptions for various asset classes on a quarterly basis adding new asset classes and improvising existing forecasting methodology
· Holdings- and returns-based absolute & benchmark relative risk analysis on single asset class and multi asset class portfolios
· Performance attribution, and custom client-driven analysis using proprietary tools
· Performing research on asset classes, emerging investment themes and industry trends as part of Mercer's Intellectual Capital Publications
· Performing periodic evaluation of client portfolio's investment performance and preparing detailed reports which includes structured discussion on performance results of fund managers, linkage with macro-economic developments, and recommendation on hold/liquidate investment managers and suggestions to improve the risk/return profile
· Analyzing the performance of the investment strategies and producing written commentaries
· Conducting interviews of global investment managers and publishing research reports
Knowledge and Skills:
- Knowledge and experience with investment management strategies (equity, fixed income and alternatives)
- Strong background in quantitative finance covering advanced econometrics and statistical modeling
- Understanding of investment analysis, process and investment styles such as value/growth investing, factor investing etc.
- Good understanding of different asset classes with proficiency with asset allocation models
- Adept in investment analytics, modelling platforms and derivatives with exposure to financial markets
- Familiarity with Institutional Investment Practices and Buy Side Portfolio Management concepts
- Excellent interpersonal, communication and presentation skills
- 4-5 years of experience in the investment management industry
- Familiarity with investment databases (e.g., Bloomberg, Datastream, etc.)
- Proficiency with a statistical software package such as Matlab or R or programming languages such as VBA, Python, etc.
- Able to research, self-learn and use complex R/Python libraries required for developing the quantitative models.
- Experience of writing technical and research reports
- Progress towards Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) certifications
- Self-driven, Proactive, independent and focused individual with excellent communication and interpersonal skills
- Master's Degree in finance, econometrics, science or another quantitative subject
- CFA/FRM/CQF Preferred
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