Quantitative Investment (Macro)

Location
Mumbai, Konkan (IN)
Salary
Competitive salary + bonuses + benefits
Posted
14 Jun 2021
Closes
13 Aug 2021
Employment Type
Full Time
Education
Masters

About B&B Analytics

B&B Analytics (BBA) is an analytics boutique, strategic advisor and financial technology provider delivering enhanced transparency and unique insight to family offices, asset managers, and banks. BBA delivers value through:

  • Cutting edge research and analytics capabilities across asset classes including non-bankable investments to deliver holistic insight on total wealth
  • A risk-driven approach leveraging extensive macro scenario analysis and stress testing capabilities to enable clients to position for unforeseen outcomes
  • Quantitatively robust yet intuitively sound frameworks that facilitate a disciplined and repeatable investment process
  • Tailor-made strategic advisory and consulting aimed at solving complex investment and risk management problems

About the Role

The successful candidate will be a detail-oriented individual who will work closely with clients and internal stakeholders to deliver quantitative solutions supporting the formulation and expression of macro-economic investment ideas across global asset markets spanning FX, interest rates, commodities, and cryptocurrencies.

Responsibilities

  • Collect and maintain macro-economic data, charts & indicators at regular intervals
  • Analyze market response to macro trends and events, including behavior across economic cycles
  • Conceptualize, develop, test, and automate investment strategies based on economic and market indicators
  • Analyze performance and risk of live and paper portfolios and suggest improvements
  • Develop user stories for tech team to understand implementation requirements on cloud-based platform.
  • Document algorithms, procedures, control checklists support the preparation of marketing materials including power point presentations
  • Conduct UAT's for enhancements to current systems and processes
  • Manage relationships with clients, internal stakeholders, and partners across all levels.

Skills/Experience

Must Haves

  • Min 3 years of experience in a quantitative role at a bank or hedge fund  
  • Hands on experience at back-testing and evaluating medium frequency strategies.
  • Solid knowledge of macro-economic analysis
  • Advanced Python/R and Excel+VBA Skills
  • Should have worked on quant models related to Currencies, Interest rates, Commodities & Inflation.
  • Advanced Degree in Economics, Finance, Engineering, or any other scientific discipline
  • CFA is preferred.
  • Willingness to work in a start-up environment and possess a confident, can-do, collaborative, and positive attitude with a sense of urgency.
  • Should be a quick learner; a team player showing high energy and drive to accomplish results in a fast-paced environment.
  • Should be highly analytical with a self-driven and detail-oriented approach.
  • Should have excellent communication and presentation skills.
  • Strong time management skills
  • Experience at working in global teams.

Nice to Haves

  • Knowledge of various cryptocurrencies and digital assets in the marketplace
  • Knowledge about crypto market structure and participants

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