Thanks for usingCareesma. Job Offer printed on the 20/02/2019.


Mangalore, Karnataka

Black Turtle

Job Description

- Multi-asset class portfolio research and development, including optimization, backtesting, forward-looking simulations, stress testing/scenario analysis, and exposure analysis of strategic balanced, liability-driven, and benchmark-relative and absolute return-oriented tactical investment strategies, along with tactical model R&D.

- Managerial oversight of a local team of Investment Solutions Research Analysts

- Portfolio risk and performance analysis, and custom client-driven reporting and analysis using the Barra One platform and proprietary tools

- Holdings and returns-based risk analysis and performance attribution on single asset class and multi asset class portfolios

- Futures basket analysis and creation

- Analysis of existing and proposed target volatility risk management portfolio overlays, including developing and executing improvements to existing models and processes

- Validating TAA quantitative model output, troubleshooting issues, model performance attribution

Qualifications :

- Advanced degree in Business or Finance

- An independent thinker with interest in quantitative finance and developed quantitative skills

- Minimum 2-5 years of experience in the investment management industry

- Proficiency with a statistical software package such as Matlab

- Knowledge of portfolio management/risk modeling tools such as Barra One or Axioma

- Familiarity with Bloomberg or Factset

- Fluent written and spoken English

- High proficiency with MS Office Suite

Company Description

BLACK TURTLE is a premier talent management consultancy firm. The Indian arm was established... in the year 2000. Since then the unit has grown manifold and is ranked among the Top 10 across various services and functions.

BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
  Read full description

Additional Information

Last updated:
Job type:
Full time
Position type:
Minimum experience:
Between three and five years
Compulsory Education
Jobs in Banking / Financial Services
Save job
Go to Top