AVP - Investments Research Data & Analytics

Experience from 12 Years to 15 Years

AVP – Investments Research Data & Analytics

Location: Pune, India

Work Shift: 12:30 PM – 9:00 PM IST

Industry: Global Asset & Investment Management

Role Summary

A premier global investment management firm is seeking an Assistant Vice President (AVP) – Investments Research Data & Analytics to join its specialized research data team in Pune.

The Investments Research Data & Analytics team develops cutting-edge solutions with a quantitative and systematic approach at its core. This role offers a blend of business and technology exposure, providing end-to-end ownership across quantitative research data quality, risk and performance attribution reporting, and emerging agentic AI workflows using advanced development tools.

Key Responsibilities

• Team Leadership & Pod Management

  • Lead a team of analysts and serve as the central point of contact for the pod to deliver rapid request resolutions for portfolio management teams and subject matter experts (SMEs).

  • Prioritize critical deliverables and mentor team members to ensure consistent, timely execution.

• Risk & Performance Attribution Reporting

  • Oversee the timely production, validation, investigation, and correction of periodic and ad-hoc risk and performance attribution reporting.

• Quantitative Data Quality & Frameworks

  • Collaborate with the Portfolio Solutions Technology team to implement statistical data quality controls for quantitative research.

  • Develop and enhance quantitative data quality frameworks and test cases based on investment and risk parameters.

• Quantitative Modeling & Analytics Solutions

  • Develop Python solutions to analyze correlations between model inputs and outputs to measure signal quality.

  • Build and optimize Bloomberg PORT reports, analytics, and batch runs for granular portfolio picturization and anomaly detection.

• Data Engineering & Query Optimization

  • Innovate alternative methods for data transformation and cleansing across multiple disparate sources.

  • Correlate datasets, identify exceptions, construct refined research data pipelines, and develop/tune complex SQL queries.

Qualifications & Skills

• Education & Professional Background: Bachelor’s or Master’s degree in a quantitative discipline (Engineering, Computer Science, Statistics, Mathematics, Econometrics, or related quantitative field) with 12+ years of progressive experience in the Investment / Risk Management domain. Progress toward or completion of CFA, FRM, or CQF credentials is strongly preferred.

• Team Leadership: Minimum 2 years of direct experience managing and mentoring high-performing teams (techno-functional leads encouraged to apply).

• Domain & System Expertise: In-depth understanding of financial theory, portfolio management concepts, market risk measures, and financial instruments (vanilla and exotics). Hands-on proficiency with the Bloomberg PORT ecosystem (analytics, report design, batch setups, and security modeling) or an equivalent tier-1 asset management analytics platform.

• Technical Proficiency: Strong hands-on development experience in Python and SQL (complex query writing and performance optimization) with a firm grasp of investment data modeling and security-level data dependencies. Familiarity with agentic AI tools (e.g., Cursor) is a strong plus.

• Execution & Communication: Proven analytical problem-solving abilities, high attention to detail, proactive ownership with minimal supervision, and strong communication skills to articulate technical solutions to senior front-office and business stakeholders.