8 Portfolio Theory Jobs

We are seeking a talented individual to join our investments team at Mercer. This role will be based in Mumbai. This is a hybrid role that has a requirement of working at least three days a week in the office. Associate Director Investment Implementation An exciting opportunity to join one of Mercers largest and most rapidly growing business areas Investment Solutions As part of our team, the successful candidate will play a key role in the transformation of our investment capabilities globally Mercer is one of the fastest growing investment solutions entities globally, and our client base has grown substantially over recent years with further growth to come We will count on you to: Expertise in front office investment implementation to ensure the best investment outcomes are captured within our implementation framework across both single asset and multi asset portfolios (including scalable model roll outs across multiple regions and client segments). This includes economic exposure management, FX management, use of proxies, overlays etc. Expertise across multi asset and single asset portfolio management Foster a culture of excellence, collaboration and continuous learning Lead the development of Investment implementation strategies by leveraging cross domain expertise Liaise with senior stakeholders to find creative solutions to complex business problems Act as a conduit between leadership and team leads to achieve strategic goals Co-ordinate with multiple teams for managing the portfolios effectively What you need to have: 7-10 years of team management experience preferably in asset / wealth management Experience in front office investment implementation across portfolios Solid understanding of portfolio management and currency management Excellent people management skill with ability to influence both senior and junior stakeholders Proven track record of managing multidisciplinary teams and achieving results Expertise in investment finance, portfolio theory and portfolio analytics is nonnegotiable Background in currency management, portfolio management, construction and advanced econometrics, statistical modelling Experience with Multi Asset Portfolios Understanding of macro (fixed income/ rates) and systematic factors affecting a portfolio Proven track record of implementing enterprise-wide business solutions What makes you stand out :- Capability to understand the overall picture while maintaining a pragmatic, hands-on approach Strong leadership, communication, and interpersonal skills, with a passion for developing talent and fostering a collaborative culture Why join our team: We help you be your best through professional development opportunities, interesting work and supportive leaders. We foster a vibrant and inclusive culture where you can work with talented colleagues to create new solutions and have impact for colleagues, clients and communities. Our scale enables us to provide a range of career opportunities, as well as benefits and rewards to enhance your well-being. Mercer believes in building brighter futures by redefining the world of work, reshaping retirement and investment outcomes, and unlocking real health and well-being. Mercers more than 20,000 employees are based in 43 countries and the firm operates in over 130 countries. Mercer is a business of Marsh McLennan(NYSE: MMC), the worlds leading professional services firm in the areas of risk, strategy and people, with more than 85,000 colleagues and annual revenue of over $23 billion. Through its market-leading businesses including Marsh, Guy Carpenterand Oliver Wyman, Marsh McLennan helps clients navigate an increasingly dynamic and complex environment. For more information, visit mercer.com. Follow Mercer on LinkedInand X. Marsh McLennan is committed to embracing a diverse, inclusive and flexible work environment. We aim to attract and retain the best people and embrace diversity of age, background, caste, disability, ethnic origin, family duties, gender orientation or expression, gender reassignment, marital status, nationality, parental status, personal or social status, political affiliation, race, religion and beliefs, sex/gender, sexual orientation or expression, skin color, or any other characteristic protected by applicable law. Marsh McLennan is committed to hybrid work, which includes the flexibility of working remotely and the collaboration, connections and professional development benefits of working together in the office. All Marsh McLennan colleagues are expected to be in their local office or working onsite with clients at least three days per week. Office-based teams will identify at least one anchor day per week on which their full team will be together in person. Kindly apply through below link https://mmc.wd1.myworkdayjobs.com/MMC/job/Mumbai---Hiranandani/Associate-Director---Investment-Implementation_R_319494 Show more Show less

As the Senior Risk Manager - Model Validation (AI/ML Models) at DWS Group, you will play a crucial role in ensuring governance and control over various models used within the organization for Corporate Risk and Investment Risk. DWS Group, a renowned asset manager with EUR 841bn of assets under management, offers integrated investment solutions across different asset classes and is recognized globally for its stability and innovation. Your responsibilities will include leading the validation of Artificial Intelligence (AI) and Machine Learning (ML) models, conducting model validations based on regulatory guidance and best practices, collaborating with Investment teams to ensure model fitness, participating in independent model reviews, and identifying potential model risks. Additionally, you will be involved in building benchmark models, design backtesting methodologies, and contribute to enhancing the risk management framework. To excel in this role, you should have proven experience in Quantitative Risk Management related to AI and ML, familiarity with model development in the Investments, Consulting, or Banking industry, strong quantitative skills in Python or C++, and a good understanding of valuation methods, capital markets, and risk management. Your communication skills, both verbal and written, will be essential in conveying findings and recommendations to stakeholders. DWS Group offers a range of benefits including a best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefit, sponsorship for industry certifications, employee assistance program, comprehensive insurance coverage, and health screening. You can expect training, coaching, and a culture of continuous learning to support your career progression. If you are educated to a post-graduate degree level in a quantitative field or possess relevant industry experience/professional qualifications, and have a passion for risk management and model validation, this role offers an exciting opportunity to contribute to the risk oversight function of a global asset management firm. Join us at DWS Group and be part of a culture that values empowerment, collaboration, and continuous excellence.,

As a DWS Risk Manager, AVP at DWS Group in Bangalore, India, you will play a crucial role in the independent risk oversight function of the firm, specifically focusing on Model Risk. DWS Group is a renowned asset manager with a strong global presence and a reputation for excellence in providing integrated investment solutions across various asset classes. Your primary responsibilities will include conducting model validations on both in-house and vendor models in compliance with regulatory guidelines and internal policies. You will collaborate closely with investment teams to ensure the ongoing effectiveness of models and conduct independent model reviews on complex topics as per business needs and regulatory standards. Additionally, you will review ongoing model monitoring reports, identify potential risks, and communicate findings to key stakeholders while proposing corrective measures. To excel in this role, you should have prior experience in quantitative risk management, model validation, or model development within the Investments, Consulting, or Banking industry. Strong quantitative skills in programming languages such as R, SQL, C++, SAS, Python, or MATLAB are essential, with expertise in at least one of Python or C++. A solid understanding of valuation methods, capital markets, portfolio theory, and risk management is required, along with excellent verbal and written communication skills. You should hold a post-graduate degree in a quantitative field like physics, mathematics, statistics, economics, or engineering, or possess relevant industry experience/professional qualifications. The role offers a range of benefits including best-in-class leave policy, gender-neutral parental leaves, childcare assistance, sponsorship for industry certifications, and comprehensive insurance coverage for you and your dependents. At DWS Group, you will receive training, development opportunities, coaching from experts in your team, and a culture of continuous learning to support your career progression. The company promotes a positive, fair, and inclusive work environment where employees are empowered to excel together every day. For further information about DWS Group and its culture, please visit the company website at https://www.db.com/company/company.htm. Join us at Deutsche Bank Group where we celebrate the successes of our people and foster a collaborative and responsible work environment. We welcome applications from all individuals who share our values and commitment to excellence.,

As a Risk Manager/Senior Risk Manager - Model Validation at DWS Group in Pune, India, you will be part of one of the world's leading asset managers with EUR 841bn of assets under management. DWS Group has a reputation for excellence in Germany, Europe, the Americas, and Asia, offering integrated investment solutions across major asset classes and aligning with growth trends. The Risk platform at DWS serves as an independent risk oversight function, with a focus on Model Risk to govern and control various models used within the Firm and associated risks. Your role will involve conducting model validations on DWS models, collaborating with Investment teams on model assumptions and limitations, participating in independent model reviews, reviewing ongoing model monitoring reports, and assisting in building benchmark models. You should have previous experience in quantitative risk management, model validation, or model development within the Investments, Consulting, or Banking industry, with expertise in validating or developing valuation or risk models across asset classes like FX, Rates, and Equities. Strong quantitative skills, a good understanding of valuation methods, capital markets, portfolio theory, and risk management are essential. Additionally, excellent verbal and written communication skills, along with a post-graduate degree in a quantitative field or relevant industry experience/professional qualification, are required. DWS Group offers a comprehensive benefits package, including a best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefits, sponsorship for industry certifications, employee assistance programs, insurance coverage, and health screening. You will receive training and development support, coaching from experts in your team, and opportunities for continuous learning to aid in your career progression. At DWS Group, we strive for a culture of empowerment, responsibility, commercial thinking, initiative, and collaboration. We celebrate the successes of our people and promote a positive, fair, and inclusive work environment. Join us at Deutsche Bank Group and be part of a team that excels together every day. To learn more about DWS Group, please visit our company website at https://www.db.com/company/company.htm. We welcome applications from all individuals who share our values and ethos.,

As a Risk Manager/Senior Risk Manager - Model Validation at DWS Group in Bangalore, you will be part of one of the world's leading asset managers with a stellar reputation for excellence globally. DWS offers integrated investment solutions across various asset classes and is known for its stability and innovation in the industry. The Risk platform at DWS is responsible for independent risk oversight, with the Model Risk team focusing on governance and control of various models used in the Firm. As a part of the global Model Risk team, your role will involve validating, testing, and overseeing the usage of models related to Corporate Risk and Investment Risk for Liquid and Illiquid investment strategies. You will have the opportunity to enjoy a range of benefits as part of the flexible scheme at DWS, including best-in-class leave policy, gender-neutral parental leaves, sponsorship for industry certifications, and comprehensive insurance coverage for you and your dependents. Your key responsibilities will include conducting model validations, communicating findings and recommendations to model owners, working closely with Investment teams, participating in independent model reviews, and assisting in building benchmark models and methodologies for testing model assumptions. To excel in this role, you should have previous experience in quantitative risk management, model validation, or model development in the Investments, Consulting, or Banking industry. Strong quantitative skills in Python or C++, a good understanding of valuation methods, capital markets, and risk management are essential. Excellent verbal and written communication skills, along with a post-graduate degree in a quantitative field or relevant industry experience/professional qualification, will be beneficial. DWS Group is committed to providing training and development opportunities, flexible working arrangements, coaching from experts, and a culture of continuous learning to support your career progression. Together, we strive for a collaborative and inclusive work environment where every individual is empowered to excel and contribute to the success of Deutsche Bank Group. For more information about DWS Group and our culture, please visit our company website at https://www.db.com/company/company.htm. We welcome applications from all individuals and promote a positive, fair, and inclusive workplace where diversity is celebrated.,

You should have a good knowledge and understanding of accounting including GST/TDS and their compliances, bank reconciliations, financial concepts, and portfolio theory. It is essential to have hands-on knowledge of MS Office applications such as Excel, Word, and PowerPoint. Strong verbal and written communication skills, along with proficiency in mail etiquette, are required for this role. Candidates must be graduates or postgraduates in commerce or finance with an age limit between 21-23 years. The ability to multi-task across various verticals and adapt to flexible work timings is crucial. You should be committed to your work and willing to work late hours or in staggered shifts as needed.,

As a Front Office Quantitative Risk Manager/Model Owner at DWS, a publicly listed asset management division of Deutsche Bank, you will be responsible for conducting thorough validations of quantitative models, including financial, statistical, and predictive models. Your primary role involves collaborating closely with investment teams to identify model limitations, assumptions, and potential issues. Additionally, you will liaise with the independent model risk management team to ensure effective model validation activities. Your key responsibilities will also include maintaining comprehensive documentation for all models, such as validation reports, policies, and procedures in alignment with regulatory guidelines, internal policies, and industry best practices. It is essential to keep a record of model changes and version control, and assist in the development and implementation of model governance policies and procedures to enhance model risk management practices. Monitoring model performance, contributing to ongoing model surveillance, and reporting on model drift, validation findings, and recommended actions will be integral parts of your role. To excel in this position, you are required to possess a Bachelor's degree in a quantitative field (e.g., Finance, Mathematics, Statistics, Economics, Engineering) and have three to five years of relevant experience in risk management, model risk management, model validation, or a related role. An advanced degree (Masters or Ph.D), CFA, FRM, or any industry-relevant certifications will be advantageous. Your strong understanding of financial instruments, mathematical modeling, statistical analysis, and relevant programming languages like Python, C++, R, or Matlab will be essential for success in this role. Additionally, proficiency in valuation methods, capital markets, portfolio theory, risk, and return attribution models is expected. As part of the DWS team, you will benefit from best-in-class leave policies, gender-neutral parental leaves, childcare assistance benefits, sponsorship for industry-relevant certifications and education, Employee Assistance Program, comprehensive insurance coverage, health screening, training, coaching, and a culture of continuous learning to support your career growth and development. Embrace the opportunity to work collaboratively, think commercially, and excel in a positive, fair, and inclusive work environment at DWS, where together, we strive for excellence every day.,

Associate Director-Investment Implementation (Investment Portfolio Management) Work Location: Mumbai Work Mode: Hybrid (3 days WFO/2 days' work from home) Time: 12:00 pm We will count on you: Expertise in investment implementation and compliance / regulations around it Expertise across multi asset and portfolio management Foster a culture of excellence, collaboration, and continuous learning Lead the development of Investment strategies by leveraging cross domain expertise Laise with senior stakeholders to find creative solutions to complex business problems Act as a conduit between leadership and team leads to achieve strategic goals Develop strategic asset allocation models, risk & return calibration, and portfolio analytics on client portfolios Contribute] to fund performance analysis and draft fund commentaries Responsible] for producing market summary for broader business with insights on various asset classes across the geographies Conceptualize] and develop models for deeper analysis of market environments and trends Co-ordinate with multiple teams for managing the portfolios effectively Support the effective management of the currency hedging program on an ongoing basis. Provide technical expertise to support the development, maintenance and enhancement of hedging models and processes Address internal and external FX hedging inquiries regarding company's currency hedging program. Draft and update investment specific sections of currency hedging agreements and contracts in collaboration with Currency Managers and wider internal teams. What you need to have: Experience in investment implementation across funds Solid understanding of currency management and portfolio management Excellent people management skill with ability to influence both senior and junior stakeholders Proven track record of managing multidisciplinary teams and achieving results 6-10 years of team management experience preferably in asset / wealth management Expertise in investment finance, portfolio theory and portfolio analytics are nonnegotiable Background in currency management, portfolio management, construction and advanced econometrics, statistical modelling Experience with Multi Asset Portfolios Understanding of macro (fixed income/ rates) and systematic factors affecting a portfolio Proven track record of implementing enterprise-wide business solutions Capability to understand the overall picture while maintaining a pragmatic, hands-on approach Strong leadership, communication, and interpersonal skills, with a passion for developing talent and fostering a collaborative culture If interested share your cv at aishwarya@beanhr.com