Purpose of the role
Build, train, deploy, and maintain all analytical and machine learning models serving the Investment Division and, in later phases, the Group's operating divisions. This includes the five core investment model families (factor decomposition, anomaly detection, NLP/document intelligence, portfolio optimisation, manager screening) and operating division models (Du Pont automation, credit scoring, demand forecasting). Work directly with portfolio analysts to validate model outputs and iterate based on domain feedback.
Key responsibilities
Build and deploy factor exposure decomposition models: rolling Fama-French, Barra, and custom factor regressions for equity and fixed income portfolios. Daily batch processing on gold layer return series. Build and deploy anomaly detection for manager monitoring: style drift detection (rolling z-scores on factor loadings), return pattern breaks (CUSUM, Bayesian changepoint detection), correlation regime shifts (KS tests). Build and deploy the NLP/Document Intelligence Engine models:



document classification (LLM fine-tuning on Group document corpus), financial data extraction from PDF/Excel, summarisation and sentiment tracking for fund manager letters, semantic search via RAG on the vector store. Build and deploy portfolio optimisation engine: Black-Litterman, risk parity, mean-variance with constraints (Shariah compliance, concentration limits, liquidity requirements). IC-facing rebalancing recommendations. Build and deploy manager screening algorithm: composite scoring from e Vestment/Mercer data (alpha, factor-adjusted returns, drawdown, correlation with existing managers, fee-adjusted performance). Build Du Pont automation for KSA equities (40+ stocks) and OMACO (14+ entities): automated five-stage decomposition updated quarterly from financial statement extraction. In later phases, build operating division models: credit scoring for Nama Financing, demand forecasting for automotive and electronics, Rev PAR ana

📌 Ml engineer (Chennai)
🏢 ALESAYI HOLDING | العيسائي القابضة
📍 Chennai