Associate Resume Example

Responsibilities:

QIS - Information Management Responsibility

•Day-to day management of equity data such as pricing, financial statement and broker estimate received from Bloomberg/Thomson Reuters etc.

•Analyzing and validating the effect of various corporate actions.

•Monitoring the generation of various Quantitative Regional Models(FE/OC/UK/EU/EM/CA/US/GL) on a daily basis which are used for Optimizing and Rebalancing QIS portfolios also reviewed by the QIS PM's to make best Investment decisions.

•Considerable usage of SQL, MATLAB and UNIX to fix/investigate failures resulting from the Model Generation Process.

•Participate in various Research Projects by collating data from various data vendors like Bloomberg, Reuters etc. to create signals/factors that are incorporated in the Quant Models. Research projects completed are: Mergers & Acquisition, Retail Industry, best estimates for emerging markets.

QIS - Portfolio Construction Responsibilities

•Maintaining a monthly Rebalance Calendar with the Rebalancing Schedule for various QIS Portfolios.

•Identify any additional portfolio to be rebalanced on a particular day by monitoring the cash levels at different intervals in a day.

•Setting up of Portfolios for Rebalance everyday and updating various constraints which are account specific in the Optimizer.

•Perform account-specific pre and post optimization checks

•Ensure QIS database has correct information updated to correctly run the post-optimization. E.g.: T-day prices/models/ trading cost etc.

•Create and send equity trades to the executional traders.

•Perform Cash Management for QIS accounts- which receive cash on an ad-hoc basis.

•Trade futures MOCO/COD/MOCC/VWAP for all the accounts maintained by QIS which are out of their assigned threshold.

•Sign-off on the trades created by other team members to ensure trades are correctly sent to executional traders.

•Run final cash reports to ensure we have sufficient cash in our accounts to trade for next day.

•Preparing Cash management reports for QIS portfolios and send appropriate recommendations to our portfolio managers (Eg: raise cash/ buy or sell futures etc).

•Make elections on behalf of QIS for corporate actions events (e.g.: Stock/Cash dividends, Subscription offers/Tender offers etc.) which vary on a day to day basis.

•Analysing the prices updated by the contributors for different instruments i.e. Bonds, Certificates and Warrants and other fixed income instruments.

•Keeping track of Global Market dynamics for better understanding Analysis of various sources of pricing.

•Conducting Root cause analysis for different issues faced by the client to the CRMs and endeavours to train the team members to prevent the issue occurring in future.

•Running quality metrics (Treasury and Fixed income) within the team to ensure the clients get correct data from Thomson Reuters.

•Run monthly and weekly reports to cleanse the matured FI data from MMS-R and Logiciser.

•Putting a tolerance check (Quality check) on Super RICS to avoid rouge prices.

•Using SIEBEL to resolve service requests and enhance customer satisfaction and maintain the customer loyalty.

•Updating valuable information on Customer Answer Zone (CAZ) to help the clients.

•Prevent bad prices to flow in the product (Integrated data network) if the prices are out of range from other contributors.

•Looking after the FEP (First Experience Programme) & the QoR (Quality of Response) for the service request dealt by the team.

•Advising the clients by customized ways to disclose their prices through RICS (Reuters Instrument Code).

•Contact different FGAs and the contributors to correct their pricing if they are out of the market.

•Maintaining relationships with CRM's to get prices from different contributors.

•Ensure the team creates the RICs with the correct terms and conditions which are updated on EJV (Electronic joint Venture).