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.