Portfolio Implementation Analyst

Mumbai, India

ARP Investments (“ARP”) is a quantitative investment boutique headquartered in Midtown Manhattan. The Firm currently has an AUM of approximately $2 billion*. ARP creates diversified sources of absolute returns across multiple asset classes. Within a scientific, hypothesis-driven framework, ARP leverages modern statistical methods and vast datasets to drive every step of the investment process. Alpha forecast models, portfolio construction, and the trading process rely on the ingenuity and mathematical expertise of 40+ investment professionals. ARP offers two categories of investment products – Systematic Alpha and Alternative Risk Premia. Both are designed to provide superior risk-adjusted returns while exhibiting low correlation to traditional and alternative asset classes. Each invests in liquid, scalable markets. On average, ARP’s partners have spent over 20 years researching, investing and trading systematic alternative investment strategies.

Role Summary

The Analyst position will be based in Mumbai and be part of the Portfolio Implementation team. They will work closely with the Investment Committee to provide oversight of a sophisticated quantitative investment process covering data management, forecast models, risk management models, portfolio construction and trading.

Responsibilities

  • Track quantitative investment process with respect to data, forecast models, risk management and trading
  • Develop models to measure and review trading costs and trading algorithms to improve execution
  • Develop detailed reports to monitor live portfolio performance
  • Work with a team of senior researchers and data scientists to evaluate and improve investment strategies
  • Develop visualization tools to identify trends and issues in the end-to-end investment process
  • Work with the Investor Relations team to engage with clients and respond to requests

Qualifications

  • B.A in finance, B.E in computers or B.S./ M.S. in economics or a quantitative/scientific discipline
  • Pursuing CFA, FRM or CAIA is beneficial
  • Working knowledge of Python and SQL is necessary
  • Diligent, self-motivated and resourceful; able to multi-task and focus on delivering results
  • Good written and oral communication skills
  • Ready to provide periodic coverage from 2 am to 6 am in rotation with other team members to cover Australia, Japan and East Asian markets

*As of Jan 2, 2020. AUM reflects regulatory AUM as per SEC definition for the purposes of Item 5.F on the Form ADV Part 1a.

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