10 Quantitative Analyst Jobs

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services leveraging deep industry experience with strong functional capability and product knowledge. FSO practice offers integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include market, credit, and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls. Within EY's FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions to help FSO clients identify, measure, manage, and monitor market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management, and other capital markets activities. The Market Risk (MR) team within FSRM assists clients in designing and implementing strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure. Your key responsibilities include demonstrating deep technical capabilities and industry knowledge of financial products, leading components of large-scale client engagements, understanding market trends and demands in the financial services sector, monitoring progress, managing risk, and effectively communicating with key stakeholders, and playing an active role in mentoring junior consultants within the organization. To qualify for the role, you should have an Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 2-10 years of relevant experience. Additionally, you should have working knowledge or academic experience of statistical and numerical techniques, knowledge of mathematical concepts related to pricing derivatives for various asset classes, strong risk management/model development/validation knowledge, good hands-on experience in model development/validation/monitoring/audit procedures, knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus, strong coding skills in programming languages like Python and R, excellent communication and strong problem-solving skills, project management experience, and report writing experience. Good-to-have qualifications include certifications such as FRM, CQF, CFA, PRM, regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB, ETRM/CTRM systems experience, pricing/risk management system knowledge/experience, willingness to travel to meet client needs, experience in stakeholder and client management, and contributing to people initiatives. EY offers a competitive compensation package, a collaborative environment, excellent training and development prospects, an excellent team of senior colleagues, and opportunities to contribute to developing intellectual capital to support delivering superior outcomes for clients and the firm. EY exists to build a better working world, helping to create long-term value for clients, people, and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform, and operate. Working across assurance, consulting, law, strategy, tax, and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.,

Generating live & day-end reports using Excel. Ensuring smooth & compliant execution of transactions. Provide regular updates to the immediate superior as and when required. Quantitative Analyst / Data Analyst Minimum 1 Year Of Experience Quantitative Trading Strategies Develop and implement quantitative trading strategies across various asset classes, including equities, futures and options. Conduct research and analysis to identify alpha-generating opportunities using statistical modelling, machine learning techniques, and mathematical algorithms. Develop, test, and back-test quantitative trading models using Python, R, or other programming languages. Collaborate with traders and developers to optimize trading systems and algorithms for execution efficiency and risk management. Monitor and evaluate the performance of trading strategies, making adjustments as necessary to enhance profitability and minimize risk. Stay abreast of market trends, industry developments, and emerging technologies to maintain a competitive edge in quantitative trading.

Generating live & day-end reports using Excel. Ensuring smooth & compliant execution of transactions. Provide regular updates to the immediate superior as and when required. Quantitative Analyst / Data Analyst Minimum 1 Year Of Experience Quantitative Trading Strategies Develop and implement quantitative trading strategies across various asset classes, including equities, futures and options. Conduct research and analysis to identify alpha-generating opportunities using statistical modelling, machine learning techniques, and mathematical algorithms. Develop, test, and back-test quantitative trading models using Python, R, or other programming languages. Collaborate with traders and developers to optimize trading systems and algorithms for execution efficiency and risk management. Monitor and evaluate the performance of trading strategies, making adjustments as necessary to enhance profitability and minimize risk. Stay abreast of market trends, industry developments, and emerging technologies to maintain a competitive edge in quantitative trading.

Job Description Position : Quantitative Analyst New Product Development Morningstar Indexes Location: Vashi, Navi Mumbai Company: Morningstar is a leading provider of independent investment research in North America, Europe, Australia, and Asia. We offer a wide variety of products and solutions that serve market participants of all kinds, including individual and institutional investors in public and private capital markets, financial advisors, asset managers, retirement plan providers and sponsors, and issuers of securities. Morningstar India has been a Great Place to Work-certified company for the past eight consecutive years. The Area : Morningstar Indexes Team leverages its expertise in equity research, manager research, asset allocation, and portfolio construction to create innovative investment solutions. It uses Morningstar's intellectual property to create indexes that empower investors to achieve their goals at every stage of the investment process - market monitoring, benchmarking, and asset allocation. The unit offers a broad suite of global equity, bond, commodity and asset allocation indexes. The Role : As a part of the Indexes New Product Development Team, you will participate in the full development cycle including ideation, design, development, presentations to global research team and clients, leading up to implementation. The ideal candidate will have a good grasp of investment concepts, possess strong analytical skills, good communication skills. Technical proficiency with at least one programming language (Python, R or MATLAB) in addition to SQL is desirable. This position is based in our Navi Mumbai office. Responsibilities: Collaborate effectively with Morningstar research organization including equity, quantitative, manager or sustainability research teams, and product management to develop novel thematic and smart beta indexes that leverage Morningstar IP. Work on the entire product development lifecycle from ideation, design, development, and validation, leading up to launch. Work closely with other index teams to operationalize index methodologies. Develop new tools and capabilities to perform portfolio construction or analytics independently, including the use of statistical and machine learning techniques. Publish white papers, factsheets, client presentations, and other collateral to support go-to-market plans. Requirements: Up to 2 years of experience. Bachelor's degree in a quantitative, financial discipline, or engineering. MBA from a premier institute is preferred. CFA charter or candidature (at least passed Level II) is preferred. Hands on experience with creating Strategic Beta (Factor), ESG Indexes or similar rules-based quantitative investment strategies is preferred. Knowledge of institutional investing, modern portfolio theory, and portfolio construction processes. Excellent documentation habits, oral and written communication and presentation skills including ability to distil complex ideas into simple explanations. Morningstar is an equal opportunity employer.

About Hevo: Hevo ( www.hevodata.com ) is a simple, intuitive, and powerful No-code Data Pipeline platform that enables companies to consolidate data from multiple software for faster analytics. Hevo powers data analytics for 2000+ data-driven companies across multiple industry verticals, including Cult.fit, Postman, ThoughtSpot, Jawa Motorcycles. By automating complex data integration tasks, Hevo allows data teams to focus on deriving groundbreaking insights and driving their businesses forward. Hevo s mission is simple but bold: Build technology from India, for the world that is simple to adopt and easy to access so that everyone can unlock the potential of data. Based in San Francisco and Bangalore, Hevo has seen exponential growth since its inception. With total funding of $42 million from Sequoia India, Qualgro, and Chiratae Ventures, Hevo is now entering a new phase of hyper-growth. Hevoites are a bunch of thoughtful, helpful problem solvers who are obsessed with making a difference in the lives of their customers, colleagues, and their own individual trajectory. If you are someone who is passionate about redefining the future of technology, then Hevo is the place for you. Role Overview : As a Senior Data Analyst at Hevo, you will leverage your SQL skills and analytical expertise to manage, process, and report data, driving insights across the organization. You will focus on reporting, forecasting, and presenting key metrics to business leaders while collaborating with stakeholders to support strategic decision-making. Key Responsibilities Query large datasets using SQL to extract and manipulate data. Maintain and optimize databases on the data warehouse. Prepare and present weekly business reviews (WBRs), forecasts, and track key metrics. Drive analytics projects related to customer funnels and lead acquisition, uncover insights, and report findings to leadership. Collaborate with cross-functional teams to execute WBRs and track follow-up actions. Lead and manage end-to-end analytics projects with minimal oversight and mentor junior team members. Continuously challenge and improve metrics by aligning them with industry standards. What are we looking for 3-6 years of experience in a quantitative analyst role (preferably in B2B SaaS, growth analytics, or revenue operations). Proficiency in SQL and experience working with large datasets. Experience using Tableau, Looker, or similar tools to create dashboards and report insights. Strong communication skills, with the ability to present data to both technical and non-technical audiences. Bonus: Experience with executive or rev ops reporting. Ability to manage multiple projects simultaneously and drive deliverables with minimal oversight. Key elements needed to succeed in this role Attention to detail Diagnosing the problem Continuous learning mindset Ability to solve complex, open-ended problems

Role: Lead Quantitative Analyst, Quantitative Research The Group: Morningstar s Quantitative Research Group is an integral part of the Data & Analytics Team with the aim of creating independent investment research and data-driven analytics designed to help investors and Morningstar achieve better outcomes by making better decisions. We utilize statistical rigor and large data sets to inform the methodologies we develop. Our research encompasses hundreds of thousands of securities across a broad range of asset classes, including equities, fixed income, structured credit, and funds. Morningstar is one of the largest independent sources of fund, equity, and credit data and research in the world, and our advocacy for investors interests is the foundation of our company. The Role: As a Lead Quantitative Analyst, you will work in the Calc Services and Portfolio Analytics Group, which is part of the Data & Analytics team dedicated to researching data-intensive products for the investment management industry. Most of the research is integrated into Morningstar s core products (Direct, Advisor Workstation, etc.) and teams such as Morningstar Investment Management, Morningstar Indexes, Morningstar Credit Ratings, Pitchbook, Sustainalytics, etc. The ideal candidate will blend financial knowledge, investment and portfolio construction expertise, quantitative modeling skills, and operational know-how. This position reports to the Manager of Quantitative Research. Responsibilities: Support methodology development, quantitative model builds, and enhancements for core quantitative products and calculations such as Risk Model, Asset Flows Forecast, Quant Ratings, Equity Style Box, Portfolio Construction, etc. The ability to independently lead projects with limited hand-holding by taking ownership of key projects. Drive independent research and publish research papers in asset allocation analysis, portfolio optimization, risk models, ESG, fund flows, etc., using principles of modern portfolio theory and statistics. Leverage new structured and unstructured datasets to build new quantitative frameworks that will help investors make informed decisions. Highly organized and efficient, with the ability to multi-task and meet tight deadlines. Ensure compliance with regulatory and company policies and procedures. Participate in client conversations to understand ongoing investor issues while increasing the reach of Morningstars quantitative offerings. Requirements: 5+ years of relevant investment/quantitative research experience with an emphasis on quantitative finance, mutual fund analysis, asset allocation, and/or portfolio construction. CFA, FRM, CQF, or postgraduate degrees in finance, economics, mathematics, or statistics are preferable. Good experience in developing finance/statistics-based applications using proven technologies such as R, Python, PySpark, and comfort in using Jupyter Notebooks. Understanding of both business and technical requirements, and the ability to serve as a conduit between product, research, technology, and external clients. Knowledge of statistical models (e.g., regression, forecasting, optimization, Monte Carlo simulations, etc.). Experience developing financial engineering/statistical applications on the cloud (AWS). Morningstar is an equal opportunity employer

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets research. We are seeking a Quantitative Analyst for our team in Gurgaon. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quantitative Analyst your responsibilities will include Work as a team with senior traders to operate and implement/improve our automated trading strategies. Analysing production trades and developing ideas to improve our trading strategies. Implement monitoring tools which highlight potential issues in the production strategies. Write comprehensive and scalable scripts in both C++ and python analysing production strategies for risk attribution, performance break-ups along various buckets and so on. Build cool scalable post-trade systems analysing multitude of statistics across all production strategies. Implementing tools for analysing Market Data centrally across various exchanges. Managing deployments and release cycle, with working along with a senior trader. Requirements : Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from top ranked universities Basic knowledge of Linux and shell command-line tools Basic programming (C/C++) and scripting (Perl/Python/Shell) skills Strong problem-solving, mathematical and quantitative reasoning skills Excellent communication skills Quantitative bent of mind Have a strong work ethics Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation Annual international team outing Fully covered commuting expenses Best-in-class health insurance Delightful catered breakfasts and lunches A well-stocked kitchen 4 week annual leaves along with market holidays Gym and sports club memberships Regular social events and clubs After work parties

We are seeking a Quantitative Analyst for our team in Gurgaon. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quantitative Analyst your responsibilities will include Work as a team with senior traders to operate and implement/improve our automated trading strategies. Analysing production trades and developing ideas to improve our trading strategies. Implement monitoring tools which highlight potential issues in the production strategies. Write comprehensive and scalable scripts in both C++ and python analysing production strategies for risk attribution, performance break-ups along various buckets and so on. Build cool scalable post-trade systems analysing multitude of statistics across all production strategies. Implementing tools for analysing Market Data centrally across various exchanges. Managing deployments and release cycle, with working along with a senior trader. Requirements : Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from top ranked universities Basic knowledge of Linux and shell command-line tools Basic programming (C/C++) and scripting (Perl/Python/Shell) skills Strong problem-solving, mathematical and quantitative reasoning skills Excellent communication skills Quantitative bent of mind Have a strong work ethics Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends Our perks have you covered. Competitive compensation Annual international team outing Fully covered commuting expenses Best-in-class health insurance Delightful catered breakfasts and lunches A we'll-stocked kitchen 4 week annual leaves along with market holidays Gym and sports club memberships Regular social events and clubs After work parties

About Us Standard At ANZ, were shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers. About the Role As a Quantitative Analyst within ANZ Market Risk, your role is to support the Markets business to meets its growth aspirations and its regulatory obligations through the validation of valuation and risk models across Traded and Non-Traded Market Risk and Counterparty Credit Risk. You will act as a subject matter expert to a range of stakeholders across Markets Risk and the wider Markets Business to maximise the flow of technical and practical knowledge within the group. Banking is changing and we re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you ll be building your future, while helping to build ours. Role Type: Permanent Role Location: Acacia,Bengaluru Work Hours: Regular What will your day look like? As an Quantitative Analyst, you are accountable for : Design, model, develop and maintain independent market risk benchmark models Provide effective challenge to model assumptions, mathematical formulation and implementation. Assess and quantify model risk due to model limitations and determine mitigating factors and controls. Provide support fo development and maintenance of Markets Risk measurement systems and associated processes. Proactively remediate outstanding risk methodology issues including participation in risk methodology discussions with Technology teams and model developers (inclusive of third-party vendors). Provide proactive quantitative risk support to Front Office, Markets Risk product managers, Markets Finance, Treasury and Banking Book. Maintain relationships with Risk Managers to maximise the flow of technical and practical knowledge within the Group. Provide excellent key Stakeholder Management - of internal & external stakeholders. Anticipate issues & influence decisions, negotiate outcomes and communicate them in an effective and timely manner; proactively identify project management issues affecting delivery and suggest solutions. Establish a reputation for credibility, integrity and technical excellence of the team as a whole with stakeholders. Assist in the provision of quantitative outcomes required to achieve excellent audit outcomes; prepare audit documentation on quantitative issues & explicit role in liaising with auditors as a quantitative SME as required. Establish a good working culture (open, collaborative & efficient) in any small groups you are part of. Be seen as a role model within and outside the validation team. Help embed a great risk culture in ANZ. Ensure all initiatives are undertaken in accordance with established risk and compliance principles and policie What will you bring? To grow and be successful in this role, you will ideally bring the following: Experience in Financial Markets across multiple asset classes Experience in Market Risk in a quantitative role w/in Front Office or Risk Sound knowledge of Financial Mathematics including derivatives products such as Interest Rate Derivatives, Foreign Exchange Options and Equity/Commodity derivatives Expertise in C/C++ and Python Experience in financial mathematics, quantitative models such as Hull-White, LGM, Libor Market Model, Stochastic Local Vol etc Ability to communicate regulations, policies and procedures concepts to a wide variety of staff

The job holder will be a part of the Scenario Design Team which is involved in designing, maintaining and enriching regulatory and management stress scenarios for the Bank at group and country level. They will be expected to become the subject matter expert on all areas relating to climate risk macroeconomics and help with the design and development of the modelling capacity to produce climate risk scenario expansions. As part of the 2LoD Scenario Design team they will be also expected to review non-climate related scenario narratives and projections produced by 1LoD. This will include generating ideas about which type of scenarios to run for management and regulatory stress tests, producing papers for example for Expert Panels and Committees and presenting to senior management. The role will, in particular, support the Head of the Scenario Design Team with key activities as set out below: Key Responsibilities Strategy Design regulatory and non-regulatory macroeconomic and climate risk scenarios. Perform review and challenge and when required scenario expansion of key climate and non-climate risk economic variables across the Group s diverse footprint. Present baseline and alternative scenarios to senior managers in forums, expert panels and committees. Contribute to committee papers, structured data requests and other internal or external scenario-related reports. Foster good working relationships and solicit input from Global Businesses and Global Functions and, where relevant, external vendors to enhance scenarios. Contribute to the development of a robust operational risk framework for scenario design processes Stay informed of all regulatory and industry developments related to the scenario work stream. Business Broad awareness and understanding of business model and risk profile. Understanding of the bank s existing enterprise risk management framework, governance of the ERMF related requirements, wider stress testing and scenario analysis capabilities and existing processes, with an understanding of the climate risk stress testing and scenario analysis approach Skills and Experience Understanding of various scenario families including NGFS, IPCC, and IEA scenarios Understand and translating transmission channels of climate risks into financial system impacts Familiarity with industry leading climate risk models and climate/ESG data providers, with fluency in the scope, capabilities, and limitations of each tool and platform Understanding of regulatory expectations with respect to climate risks including capital frameworks etc Experience in dealing with large complex, change projects and/or building / delivering new capabilities A proven track record of liaising across diverse stakeholder groups; including senior managers, and large firm networks Qualifications Work experience as economist (macroeconomic or environmental economist), econometrician or quantitative analyst. Prior experience of developing projections in a banking environment. Collaborative: working as part of a broader team to ensure a coordinated and consistent approach Good organiser of incoming requests within the team Ability to work with minimal direction Attention to detail Proactive, problem-solving, helpful Strong experience in MS Excel and Power Point Experience with coding in SAS, R, Python