Assistant Manager – Quant Specialist

Mercer is pleased to announce opening for the position of Assistant Manager. 

Please view the information below for this open position.

Duties and Responsibilities:

·       Constructing optimal strategic asset allocation as per target risk, return, yield requirements and investment and regulatory constraints

·       Efficiently work with large data sets and conceptualize analytical framework for quant projects

·       Perform forward looking simulations on various portfolio attributes and conduct historical stress testing and custom scenario analysis

·       Develop a quantitative understanding of passive, smart beta, enhanced and active strategies for equity and fixed income and an investment intuition around markets and macro

·       Producing capital market assumptions for various asset classes on a quarterly basis adding new asset classes and improvising existing forecasting methodology

·       Holdings- and returns-based absolute & benchmark relative risk analysis on single asset class and multi asset class portfolios

·       Performance attribution, and custom client-driven analysis using proprietary tools

·       Performing research on asset classes, emerging investment themes and industry trends as part of Mercer's Intellectual Capital Publications

·       Performing periodic evaluation of client portfolio's investment performance and preparing detailed reports which includes structured discussion on performance results of fund managers, linkage with macro-economic developments, and recommendation on hold/liquidate investment managers and suggestions to improve the risk/return profile

·       Analyzing the performance of the investment strategies and producing written commentaries

·       Conducting interviews of global investment managers and publishing research reports

Knowledge and Skills:

• Knowledge and experience with investment management strategies (equity, fixed income and alternatives)
• Strong background in quantitative finance covering advanced econometrics and statistical modeling
• Understanding of investment analysis, process and investment styles such as value/growth investing, factor investing etc.
• Good understanding of different asset classes with proficiency with asset allocation models
• Adept in investment analytics, modelling platforms and derivatives with exposure to financial markets
• Familiarity with Institutional Investment Practices and Buy Side Portfolio Management concepts
• Excellent interpersonal, communication and presentation skills
• 4-5 years of experience in the investment management industry
• Familiarity with investment databases (e.g., Bloomberg, Datastream, etc.)
• Proficiency with a statistical software package such as Matlab or R or programming languages such as VBA, Python, etc.
• Able to research, self-learn and use complex R/Python libraries required for developing the quantitative models.
• Experience of writing technical and research reports
• Progress towards Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) certifications
• Self-driven, Proactive, independent and focused individual with excellent communication and interpersonal skills

Education:

• Master's Degree in finance, econometrics, science or another quantitative subject
• CFA/FRM/CQF Preferred