Marcellus - Quant Cofund Manager

Marcellus - Quant- Co-Fund Manager Role KEY ROLES & RESPONSIBILITIES: - Ongoing portfolio management and continuous refinement of quantitative equity investment rules. - Research and ideate on techniques to improve effectiveness of low to mid frequency quantitative equity investment strategies for Indian equities. - Help devise and back test rules-based investment strategies in rigorous and scalable fashion. - Analyse and summarize large datasets and convey results to stakeholders effectively with visual charts and other techniques. - Develop functionality to extract, transfer and load structured and unstructured financial datasets. - Build tools and automation to promote reusability and efficiency of quantitative investment process. FUNCTIONAL & BEHAVIOURAL KNOWLEDGE: - A graduate degree or professional qualification in finance, accountancy, business management, commerce, economics, capital market or a professional qualification by obtaining a CFA Charter from the CFA Institute. - Prior experience in quantitative research. Preferably Indian buy side quantitative investing experience. - Proficient in financial statement analysis. - Sound knowledge of integrating fundamental signals in quant portfolio construction. - Understanding of portfolio theory and portfolio management metrics. - Sound knowledge of basic statistical concepts like linear regression, dispersion is a plus. - Working knowledge in any one of the following coding languages - Python, R, or Matlab is required. - Working knowledge of relational databases is required. - CFA or FRM (any level) is a plus. INTERACTIONS: - Works independently and within own team; Communicate investment strategy and rationale to existing and potential external clients. TYPICAL SCOPE & IMPACT: - Contributes to the achievement of personal and team objectives. MINIMUM & PREFERRED EDUCATION: - Graduate degree in B.E. or B.Tech. - Prior relevant experience of 2 - 5 years in a quantitative investment or research team. MINIMUM & PREFERRED EXPERIENCE / SKILLS: - Strong technical skills and interest in quantitative finance is preferred. - Prior experience in buy side quantitative investment or research team or mutual funds, PMS or AIF working on Indian equity markets would be a plus. - Knowledge of Machine learning, NLP techniques and their applications in quantitative finance would be a plus.