Machine Learning

Job Title: Machine Learning Developer – Quantitative Research Focus
Experience Required: 5+ years (flexible for highly relevant profiles)
Location: [Kurla]

About the Role:

We are seeking a highly skilled Machine Learning Developer with strong expertise in Mathematics, Statistics, and Quantitative/Qualitative Research. The ideal candidate will have prior experience in the financial sector—particularly with hedge funds, proprietary trading firms, quant desks, or asset management companies. This role demands a deep understanding of the mathematical foundations behind ML algorithms and the ability to apply them to real-world financial data and strategies.

Key Responsibilities:

• Collaborate closely with the Research Head and Subject Matter Experts (SMEs) to:
• Deploy and test financial strategies.
• Identify promising research areas and evaluate relevant academic papers.
• Experiment with new models and techniques.
• Drive ML model development end-to-end: from conceptualization, data collection, and feature engineering to model training, evaluation, and deployment.
• Conduct in-depth quantitative and qualitative research in financial domains.
• Design and execute back-testing frameworks for trading strategies.
• Maintain thorough documentation of models, experiments, and research insights.
• Coordinate with the broader ML team for implementation and refinement of models.
• Publish whitepapers or research reports based on findings, where applicable.

Required Skills & Qualifications:

• Minimum 5 years of hands-on experience in Machine Learning with a strong research orientation.
• Deep knowledge of mathematical and statistical concepts relevant to ML.
• Proven experience in quantitative or qualitative financial research.
• Proficiency in Python, R, or other ML-relevant programming languages.
• Strong understanding of ML algorithms (supervised, unsupervised, reinforcement learning, etc.) and their mathematical underpinnings.
• Familiarity with financial datasets, modeling tools, and industry-standard back-testing environments.

Preferred Qualifications:

• Experience working in hedge funds, prop trading firms, quant desks, or asset management companies.
• M.Tech or Ph.D. in Computer Science, Mathematics, Statistics, Quantitative Finance, or a related discipline (preferred, not mandatory).
• Demonstrated mastery in the field through publications, open-source contributions, or impactful projects.
• Exposure to financial time series, risk modeling, alpha generation strategies, or portfolio optimization is a plus.

Job Types: Full-time, Permanent

Pay: ₹1,800,000.00 - ₹2,400,000.00 per year

Benefits:

• Paid sick time
• Provident Fund

Schedule:

• Day shift
• Fixed shift

Application Question(s):

• What is your current CTC?
• What is your expected CTC?
• What is your Notice Period?

Experience:

• Machine learning: 5 years (Preferred)

Work Location: In person