Job Description

ISG Intermediate Research Analyst

This Bangalore-based position will be a member of ISG’s Research Team, which is responsible for developing proprietary quantitative models and strategies. The ISG Intermediate Research Analyst will execute research projects with the objective of improving or developing investment strategies and integrating research solutions into client portfolios. Research objectives include R&D on proposed forecasting models, investment strategies, and trading approaches. The role also necessitates preparing cogent summaries of our research findings and communicating our team’s quantitative views across internal and external forums. As such, strong written and oral communication skills are critical.

In addition, the Strategist will be responsible for quantitative research such as strategy backtests, portfolio analytics, portfolio optimizations and trading simulations. Research projects will be related to developing investment strategies and integrating the team’s research solutions into client portfolios. A successful candidate will have experience in areas of Finance, Applied Mathematics, and Economics with a specialization in investment management. Experience with research and modeling within the context of multi-asset class portfolios is preferred. Candidates are expected to have experience in quantitative analysis: forecasting models, portfolio construction, risk management, and trading using a variety of advanced quantitative techniques. Candidates should be able to work well in a team and feel comfortable presenting research findings.

Responsibilities

• Active involvement in developing models for medium term alpha-generation across all asset classes.
• Build an appropriate code base for implementing the fixed income total return strategies. The platform should be able to handle strategies constantly expanding in sophistication & breadth.
• Create end to end infrastructure for data gathering, data cleaning, signal generation & portfolio implementation for the strategies.
• Participate in series of associated projects focused on advanced volatility forecasting techniques
• Over the time, role may expand to cover other multi-asset investments models research.

Qualifications

• Bachelor's/Master's Degree in finance, econometrics, science/engineering or another highly quantitative subject
• Strong quantitative background, ideally in econometrics or stochastic calculus
• Minimum of 2 years of quantitative development experience in the financial industry using R/Python
• Experience in quantitative financial research and analysis; familiarity with Factset, Bloomberg and other similar providers
• Excellent interpersonal, communication and presentation skills

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