The Quantitative Researcher position will be based in Mumbai and be a part of the Portfolio Enhancements team.
They will collaborate closely with senior researchers to develop rigorous scientific methods and analytics for a sophisticated quantitative investment process covering forecast models, risk management models, and portfolio optimization tools.
We are seeking candidates who have excelled in quantitative research and have demonstrated the ability to conduct independent research utilizing large datasets.
Quantitative research experience could be in the fields of mathematics, statistics, pure sciences, engineering, etc. Prior experience in investments and finance is beneficial but not mandatory.
This role is ideal for candidates who have a strong research background in experimental sciences and are interested in quantitative investment research.
Responsibilities
Apply advanced statistical techniques to develop forecast models utilizing large datasets
Develop and refine risk management and portfolio optimization models
Identify potential enhancements to quantitative investment processes
Review research papers and journals as a part of the research process
Manage different aspects of the research process including methodology selection, data collection and analysis, prototyping, and back-testing
Build systems for implementation of quantitative investment processes
Contribute towards white papers and thought leadership articles published by the firm
Qualifications
PhD, M.Tech. or M.Sc. in computer science, economics, statistics, physics or similar quantitative disciplines from a top tier institute
Demonstrated ability to conduct independent in-depth research utilizing large datasets
Validate prior research experience through research publications
Excellent mathematical and statistical skills
Working knowledge of Python will be beneficial
Good written and oral communication skills
Good coordination skills and ability to work in a team