Quantitative Research Analyst

We are seeking a highly analytical Quantitative Research Analyst to join our AIF Quant Fund team. The ideal candidate brings strong buy-side experience in systematic investment strategies and will play a key role in developing, implementing, and maintaining sophisticated quantitative models that drive our alternative investment approach.

About the Role:

The Quantitative Research Analyst will be responsible for various key responsibilities that include model development, data infrastructure management, strategy testing, risk management, and technology automation.

Responsibilities:

Model Development & Research:

- Design and build multi-factor models for equity, fixed income, and alternative asset classes
- Develop alpha generation signals and systematic trading strategies across multiple time horizons
- Research and implement new quantitative factors using academic literature and market insights
- Enhance existing models through continuous performance monitoring and iterative improvements

Data Infrastructure & Analytics:

- Manage large-scale financial datasets using Snowflake, SQL, and cloud-based platforms
- Build automated data pipelines for real-time and historical market data processing
- Ensure data quality, integrity, and optimize query performance for research workflows
- Develop efficient storage solutions for multi-asset research environments

Strategy Testing & Validation:

- Conduct comprehensive backtesting across multiple market cycles using robust statistical methods
- Perform out-of-sample testing, walk-forward analysis, and Monte Carlo simulations
- Generate detailed performance attribution and risk decomposition analysis
- Document model assumptions, limitations, and validation results

Risk Management & Monitoring:

- Build risk management frameworks including VaR, stress testing, and scenario analysis
- Monitor portfolio exposures, concentration risks, and factor loadings in real-time
- Develop automated alerting systems for model degradation and performance anomalies
- Support portfolio optimization and construction processes

Technology & Automation:

- Develop Python-based research and production systems with focus on scalability
- Create automated model monitoring, reporting, and alert generation frameworks
- Collaborate on technology infrastructure decisions and platform evaluations
- Maintain code quality and documentation standards

Qualifications:

Professional Experience:

- 4 - 8 years of buy-side quantitative research in asset management, hedge funds, or proprietary trading
- Proven track record in systematic investment strategy development and implementation
- Experience with institutional-grade quantitative research and portfolio management

Technical Proficiency:

- Programming: Advanced Python (pandas, numpy, scipy, scikit-learn, quantitative libraries)
- Database: Hands-on Snowflake and SQL experience with large-scale data environments
- Analytics: Statistical modeling, econometrics, and machine learning techniques
- Platforms: Bloomberg Terminal, Refinitiv, or equivalent financial data systems

Quantitative Expertise:

- Deep understanding of factor models, portfolio optimization, and systematic risk management
- Knowledge of derivatives pricing, fixed income analytics, and alternative investment structures
- Experience with market microstructure analysis and high-frequency data processing
- Familiarity with performance attribution methodologies and benchmark construction

Communication & Analysis:

- Strong problem-solving abilities with exceptional attention to detail
- Ability to translate quantitative insights into actionable investment recommendations
- Excellent presentation skills for communicating complex research to stakeholders
- Collaborative approach to working in cross-functional investment teams.

Educational Background:

- Master's degree in Finance, Economics, Mathematics, Statistics, Physics, or Engineering
- CQF, CFA, FRM or equivalent professional certification preferred
- Strong academic foundation with demonstrated quantitative aptitude

Regulatory Awareness:

- Understanding of SEBI AIF regulations and compliance frameworks
- Knowledge of investment management risk controls and regulatory reporting requirements

Preferred Skills:

- Industry Recognition: Published quantitative research or contributions to investment thought leadership
- Multi-Asset Expertise: Experience across equity, fixed income, commodities, and alternative investments
- Innovation Mindset: Interest in machine learning, alternative data, and emerging quantitative techniques
- Advanced Programming: Proficiency in additional languages such as R, C++, or Julia; experience with version control (Git) and code optimization techniques
- Domain Specialization: Strong background in specific asset classes such as Indian equities & emerging markets
- Entrepreneurial Drive: Self-motivated individual comfortable building scalable systems from ground-up in a growing AIF technology environment
- Industry Certifications: Additional qualifications or specialized quantitative finance credentials will be a plus
- Alternative Data & AI: Experience with NLP and AI techniques for extracting investment signals from alternative text data sources (such as Filings, Analyst Reports and Transcripts) and developing reasoning-based AI models for systematic decision-making will be a plus

Pay range and compensation package:

Competitive with industry standards, including performance-based incentives.

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