- Type
- Full-time
- Department
- Management
- Seniority
- Manager
- Source
- RecruiterFlow
Description
Position Name - Portfolio Manager/Quant Researcher
Location - Bengaluru/Dubai
Experience Range - 3+years
Mandatory Requirement:
• Manage leveraged futures portfolio (NQ, GC) on IBKR
• Execute monthly rebalances, quarterly rolls, margin monitoring
• Maintain and improve backtesting framework (Python)
Job Roles and Responsibilities:
Research & Strategy Development (60-80 hrs/month):
• Evaluate new asset classes for portfolio inclusion (BTC futures, crude, bonds)
• Research optimal leverage levels, rebalancing frequencies, allocation splits
• Build and maintain risk dashboards and automated alerting
• Analyze options overlay strategies (covered calls on futures, tail hedges)
• Monitor macro regime signals (vol regimes, yield curve, cross-asset correlations)
• Produce weekly portfolio reports with attribution analysis
Broader Investment Support (40-60 hrs/month):
• Support due diligence on fund investments (AlphaGrep, First Water, etc.)
• Build financial models for deal evaluation (Criteo, etc.)
• Screen and analyze equity positions (TPAK portfolio, stock research)
• Monitor and optimize the options strategies (vol grab, put scanning)
• Automate data pipelines (earnings, portfolio tracking, price alerts
Qualification and Experience:
• 3-7 years in quantitative finance, prop trading, or systematic PM
• IBKR futures experience (CME products)
• Strong Python (pandas, numpy, backtesting frameworks)
• CFA or MSc Quant Finance preferred
• Self-directed — minimal supervision
