Lead Quantitative Researcher (Equity strategies)

Role

Reporting Line

Location & Work Pattern

Mission

Build and own India-centric factor and risk-model platform, delivering actionable insights to fund managers across PMS, AIF, and Mutual Fund mandates. Partner with the Staff Engineer to harden data pipelines, model-serving layers, and a proprietary simulation platform that powers all quant R&D.

12-Month Outcomes

1. With the Staff Engineer, ship a proprietary multi-cap factor/risk model for Indian equities.
2. Launch portfolio-attribution & peer-fund benchmarking dashboards.
3. Formalize model-validation & SEBI-compliant governance processes.
4. Define a joint research-engineering workflow for the simulation platform and establish hand-off standards for production releases.
5. Hire & mentor 2-3 junior quants / data engineers.
   

Core Responsibilities

• Research

  : data ingestion cleaning modelling back-testing insight generation.

• Collaboration with Staff Engineer

  : Specify data & model APIs; Co-design scalable simulation infrastructure; Review code for performance & reliability; Orchestrate CI/CD hand-offs.

Must-Have Profile

• 5 yrs buy-side quant on Indian equities/derivatives.
• Advanced stats/quant degree.
• Expert in Python & SQL; Go and AWS a plus.
• Proven live deployment of factor/risk models.
• Deep knowledge of Indian market & SEBI rules.
• Comfort working in a research-code production loop with a dedicated Staff Engineer.
  

Nice-to-Haves

• SEBI RA license
• CFA/FRM
• Global equity exposure
• OSS contributions / conference papers
  

Culture

Startup velocity + asset-manager discipline; values craftsmanship, transparency, and open-source engagement.