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 back testing 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 :

- 48 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.