Specialist, Data Management & Quantitative Analysis

We’re seeking a future team member for the role of Specialist, Data Management & Quantitative Analysis to join our US LDI Quants team within Investment Management Division. This role is located in Pune, Maharashtra - HYBRID.

In this role, you’ll make an impact in the following ways: 

• The US Quants Team interacts with various teams on a day-to-day basis, primarily the Client Team and Portfolio Managers and is often the conduit between various teams/workflows. These teams often rely on the Quant Team to provide analysis which will be delivered to clients and impact trading decisions. The team is also expecting significant growth in the coming years and so are looking for highly skilled, detail-oriented and motivated candidates to support its growing business.
• This will be an individual contributor role. The analyst will be expected to provide quantitative support across a number of areas including investment and pension liability modelling, solution design, portfolio monitoring, risk and performance analysis.
• The analyst will also be expected to support day to day processes such as maintaining custom liability benchmarks, preparing bespoke client reports, developing/ enhancing existing tools (Excel/ Python) etc.

To be successful in this role, we’re seeking the following: 

• 3 - 5 years’ work experience in a similar or related role with a top tier firm. Example roles include as a quant developer/programmer, data scientist, investment quant and/or fixed income/derivative analysis within financial services, investment bank, asset manager, or consulting firm.
• The candidate will require a high level of quantitative and computational financial skill and ability to solve extremely complex problems for our US LDI clients. They will ideally hold a primary degree in a quantitative science with experience in programming. They will preferably have additional quant-orientated qualifications or progress towards investment designation (e.g., CFA, actuarial science). 
• Ideal candidates would have strong work experience and relevant knowledge/skill in a number of the following areas:

• Sound programming knowledge with relevant on-the-job experience

• Understanding of present value calculations, interest rate and credit spread risk

• Familiarity with fixed income, derivative markets and hedging techniques

• Ability and desire to apply numerical skills in the workplace. Candidate with mathematics, statistics, or engineering background is preferred.

• Ability to work in a highly collaborative team environment. Candidate will need to work with US and Pune team members simultaneously.

• Understanding of US Pensions and related risk management techniques is a plus

• The candidate should have strong verbal and written communication as they will need to articulate their thought process in any given task and set these out via email/messaging or video call. The candidate should be fluent in English and is expected to work closely with US and Pune team members. They should be deadline driven, have a strong work ethic and be committed to meet the deadlines.