Quant Analyst (Index, Macros & Stock Selection) – Nifty/ Bank Nifty Desk & Equity F&O

Company Description

• Lycka Asset Management LLP is the asset and fund management arm of Lycka

Location: Ahmedabad (On-site)

Firm Type: Asset Management – Systematic & Quantitative Trading (Equity F&O)

Note: All roles are quant-driven and system-oriented. Discretionary-only profiles are not suitable.

Experience Required:

3–7 years in quantitative market analysis, index derivatives, or systematic trading desks.

Role Overview:

The Quant Analyst is responsible for building and maintaining rule-based, data-driven models to assess NIFTY direction, volatility, and market regimes. This role feeds structured signals into the firm’s core trading system. Also, the Quant Analyst builds rule-based models to identify sector leadership, rotation, and capital concentration within Indian equity markets.

Key Responsibilities:

- Develop quantitative models to generate NIFTY directional bias and conviction scores

- Encode price, volume, open interest, rollover, and expiry dynamics into systematic signals

- Quantify macro and cross-market inputs (VIX, global indices, rates, USDINR)

- Deliver model-driven market regime classification daily

- Continuously test, refine, and document index-level signals

Required Skills & Background:

- Strong quantitative understanding of index derivatives

- Experience converting market logic into measurable variables

- Proficiency with data analysis tools (Excel, Python, or equivalent)

- Risk-first, probability-driven mindset