297 Financial Engineering jobs in India

Our client, a globally recognized leader in asset management, is seeking a highly analytical and innovative Quantitative Analyst to join their remote-based investment strategies team. This role offers the unique opportunity to contribute to the development and refinement of sophisticated trading algorithms and portfolio management techniques from anywhere in the world. You will be responsible for conducting in-depth quantitative research, developing predictive financial models, backtesting trading strategies, analyzing market data to identify investment opportunities, and collaborating with portfolio managers and traders to implement and monitor quantitative strategies. Key responsibilities include designing and implementing statistical and machine learning models, analyzing large datasets from various financial markets, developing performance attribution and risk management frameworks, and contributing to the creation of new investment products. The ideal candidate possesses a Master's or Ph.D. in a quantitative field such as Finance, Economics, Mathematics, Statistics, or Computer Science, with a minimum of 5 years of experience in quantitative finance, hedge funds, or asset management. Strong programming skills in Python, R, or C++ are essential, along with a deep understanding of financial markets, econometrics, and statistical modeling techniques. Experience with big data technologies and cloud computing platforms is highly desirable. Exceptional analytical, problem-solving, and communication skills are a must, as is the ability to work independently and effectively in a virtual, collaborative environment. This is a challenging and rewarding position for a quantitative professional looking to make a significant impact on investment performance within a forward-thinking, remote-first organization. Our client is committed to fostering a culture of innovation and data-driven decision-making, providing its employees with the tools and resources to excel in the dynamic world of finance.

Our client, a leading global investment management firm, is seeking an exceptional Senior Quantitative Analyst to join their sophisticated trading strategies division. This role is at the forefront of developing and implementing innovative quantitative models and algorithms that drive investment decisions across a diverse range of financial markets. The ideal candidate will possess a profound understanding of financial theory, advanced statistical modeling, machine learning techniques, and proficiency in programming languages commonly used in quantitative finance. You will work collaboratively with portfolio managers and traders to identify alpha-generating opportunities and optimize risk management strategies. This is a unique opportunity to make a significant impact in a fast-paced, intellectually stimulating environment.

Responsibilities:

• Design, develop, backtest, and deploy quantitative trading strategies and models for various asset classes.
• Conduct rigorous statistical analysis and data mining of large financial datasets to uncover predictive patterns and market inefficiencies.
• Implement machine learning algorithms and AI techniques for forecasting, risk assessment, and portfolio optimization.
• Collaborate with trading teams to translate research ideas into production-ready trading systems.
• Monitor the performance of deployed strategies and conduct ongoing research to refine and improve existing models.
• Manage and process large volumes of financial data, ensuring data integrity and accuracy.
• Stay abreast of the latest academic research and industry developments in quantitative finance and computational finance.
• Communicate complex quantitative concepts and findings clearly to both technical and non-technical stakeholders.
• Contribute to the development and maintenance of the firm's quantitative infrastructure and tools.

Qualifications:

• Master's or PhD degree in a quantitative field such as Finance, Economics, Statistics, Mathematics, Computer Science, or Physics.
• 5+ years of experience in quantitative analysis, quantitative research, or algorithmic trading within the financial industry.
• Proficiency in programming languages such as Python (with libraries like NumPy, Pandas, Scikit-learn), C++, or R.
• Strong knowledge of financial markets, asset pricing, econometrics, and statistical modeling.
• Experience with machine learning frameworks (e.g., TensorFlow, PyTorch) and time series analysis is highly desirable.
• Excellent analytical, problem-solving, and critical thinking skills.
• Ability to work independently and as part of a collaborative team in a high-pressure environment.

This role offers a fully remote work arrangement, providing flexibility while contributing to our client's success. While the role is remote, the focus is on driving innovation in Mysuru, Karnataka, IN 's financial ecosystem. Our client offers a highly competitive compensation package, including performance-based bonuses, and excellent opportunities for career advancement.

Our client is seeking an accomplished Senior Financial Analyst specializing in Investment Strategies to join their esteemed, fully remote finance team. This pivotal role involves in-depth financial analysis, market research, and the development of strategic investment recommendations to support the company's long-term financial goals. You will be instrumental in evaluating market trends, assessing investment opportunities, and providing critical insights that drive profitable decision-making. The ideal candidate possesses strong quantitative skills, a deep understanding of financial markets, and the ability to communicate complex financial information effectively.

Key Responsibilities:

• Conduct comprehensive financial analysis of potential investment opportunities across various asset classes.
  
• Develop and maintain sophisticated financial models, including discounted cash flow (DCF) analysis, sensitivity analysis, and scenario planning.
  
• Research and monitor economic conditions, industry trends, and market developments that may impact investment performance.
  
• Prepare detailed investment reports, presentations, and memos for senior management and investment committees.
  
• Assess risk factors associated with investments and recommend mitigation strategies.
  
• Evaluate the performance of existing investments and provide insights for portfolio optimization.
  
• Collaborate with internal teams to gather necessary financial data and projections.
  
• Stay abreast of regulatory changes and their potential impact on investment strategies.
  
• Develop and refine key performance indicators (KPIs) for investment tracking and reporting.
  
• Provide expert financial advice and support to business units regarding strategic initiatives.
  
• Ensure the integrity and accuracy of all financial data and analyses.
  
• Mentor junior analysts and contribute to team development.

Qualifications:

• Master's degree in Finance, Economics, Mathematics, or a related quantitative field; CFA designation is highly preferred.
  
• Minimum of 5-7 years of experience in financial analysis, investment management, or a related field.
  
• Proven expertise in financial modeling, valuation methodologies, and quantitative analysis.
  
• Proficiency in financial databases (e.g., Bloomberg, Refinitiv) and advanced Excel/VBA skills.
  
• Strong understanding of capital markets, financial instruments, and investment principles.
  
• Excellent analytical, critical thinking, and problem-solving abilities.
  
• Exceptional written and verbal communication skills, with the ability to present complex information clearly.
  
• Demonstrated ability to work independently and manage multiple priorities in a remote setting.
  
• High level of integrity and attention to detail.

This is a fully remote position, offering the flexibility to work from anywhere in India. You will be a key contributor to our client's financial strategy, supporting their growth and success from Nagpur, Maharashtra, IN and beyond. Our client is committed to excellence and seeks individuals who can drive innovation in financial strategy.

Our client is seeking a highly analytical and experienced Senior Quantitative Analyst to join their dynamic Banking & Finance division in Pune, Maharashtra, IN . This hybrid role offers the opportunity to blend in-office collaboration with remote flexibility, working on the cutting edge of financial modeling and investment strategy development. You will be instrumental in designing, implementing, and testing complex quantitative models used for portfolio management, risk assessment, and algorithmic trading. This position requires a deep understanding of financial markets, econometrics, and statistical modeling techniques. The ideal candidate will possess strong programming skills in languages such as Python, R, or C++, along with extensive experience in data analysis and manipulation using tools like SQL and advanced spreadsheet functions. You will be responsible for extracting, cleaning, and analyzing large datasets from various financial sources to identify market trends and investment opportunities. Furthermore, you will contribute to the development of new financial products and strategies, working closely with portfolio managers and traders to translate quantitative insights into actionable investment decisions. This role involves rigorous backtesting of strategies, performance attribution, and ongoing model validation to ensure accuracy and effectiveness. The ability to communicate complex technical concepts to non-technical stakeholders is essential.

Key Responsibilities:

• Develop and maintain sophisticated quantitative models for financial markets.
• Conduct in-depth statistical analysis and econometric modeling of market data.
• Design, implement, and backtest trading strategies.
• Collaborate with portfolio managers and traders to refine investment strategies.
• Perform risk analysis and stress testing on investment portfolios.
• Clean, process, and analyze large financial datasets using SQL and programming languages.
• Develop tools and dashboards for performance monitoring and reporting.
• Stay abreast of the latest developments in quantitative finance and financial technology.
• Ensure model integrity and compliance with regulatory requirements.
• Present findings and recommendations to senior management and investment committees.

Required Qualifications:

• Master's or PhD in a quantitative field such as Finance, Economics, Mathematics, Statistics, or Computer Science.
• A minimum of 5 years of experience in quantitative analysis within the financial services industry.
• Proficiency in programming languages like Python, R, or C++.
• Strong knowledge of statistical software and libraries (e.g., Pandas, NumPy, SciPy).
• Expertise in SQL and database management.
• Demonstrated understanding of financial instruments, derivatives, and market microstructure.
• Excellent problem-solving and analytical skills.
• Strong written and verbal communication abilities.
• Experience with risk management frameworks and regulatory reporting is a plus.
• Ability to work effectively in a hybrid environment, balancing remote and in-office tasks.

Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their dynamic investment strategies team. This role is critical for developing and implementing sophisticated financial models, risk management frameworks, and trading strategies. You will be responsible for conducting in-depth quantitative research, analyzing market data, and developing algorithms that drive investment performance. This position involves significant collaboration with portfolio managers, traders, and other quantitative professionals to identify new trading opportunities and refine existing strategies. The ideal candidate will possess a strong academic background in a quantitative discipline, coupled with extensive experience in financial modeling, statistical analysis, and programming. You will be involved in all stages of the modeling lifecycle, from data acquisition and cleaning to model validation and deployment. A deep understanding of financial markets, derivatives, and econometrics is essential. You will also play a key role in risk assessment and contribute to the firm's overall risk management efforts. This is an excellent opportunity for a motivated quantitative professional to make a significant impact in a challenging and rewarding environment within our **Hyderabad, Telangana, IN** office.

Responsibilities:

• Develop, implement, and backtest quantitative trading strategies.
• Design and build financial models for pricing, risk management, and portfolio optimization.
• Analyze large datasets to identify market trends and investment opportunities.
• Collaborate with portfolio managers and traders to execute trading strategies.
• Conduct rigorous statistical and econometric analysis of financial data.
• Perform risk assessments and contribute to risk management frameworks.
• Ensure the accuracy and reliability of quantitative models.
• Stay current with industry trends and technological advancements in quantitative finance.
• Document research, models, and methodologies thoroughly.

Qualifications:

• Master's or Ph.D. in Quantitative Finance, Mathematics, Statistics, Economics, Physics, or a related field.
• Minimum of 5 years of experience in quantitative analysis, financial modeling, or algorithmic trading.
• Strong proficiency in programming languages such as Python, C++, or R.
• Experience with financial databases and market data analysis tools.
• Deep understanding of financial markets, derivatives, and portfolio theory.
• Excellent analytical, problem-solving, and quantitative skills.
• Strong communication and interpersonal skills.
• Experience with machine learning techniques applied to finance is a plus.

Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to develop and implement sophisticated investment strategies. This role offers a hybrid work model, providing a balance between remote work and in-office collaboration. You will be at the forefront of quantitative finance, leveraging advanced statistical and mathematical techniques to identify market opportunities, build predictive models, and optimize portfolio performance. Responsibilities include designing, backtesting, and deploying trading algorithms; conducting rigorous performance attribution and risk analysis; and contributing to the development of new financial products. The ideal candidate will possess a Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, or Computer Science, with a strong understanding of financial markets and derivatives. Proven experience in programming languages like Python, R, or C++ and familiarity with machine learning techniques applied to finance are essential. You should have a deep understanding of stochastic calculus, time-series analysis, and econometrics. This role requires exceptional analytical and problem-solving skills, meticulous attention to detail, and the ability to communicate complex quantitative concepts clearly to both technical and non-technical audiences. You will work closely with portfolio managers and traders to translate research ideas into implementable strategies. We are looking for a proactive individual who can work independently and collaboratively in a fast-paced, dynamic environment. This is an exceptional opportunity to apply cutting-edge quantitative methods to drive investment success within a prestigious financial firm. The hybrid nature of this role allows for focused independent work remotely, complemented by crucial team interactions and strategic discussions at our offices. The core location for this position is Indore, Madhya Pradesh, IN .

Our client, a prestigious financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their Investment Strategies team. This is a fully remote position, allowing you to leverage your expertise from anywhere, contributing to the development and refinement of cutting-edge investment models. You will play a crucial role in analyzing complex financial markets, designing sophisticated trading algorithms, and managing risk for a diverse portfolio. The ideal candidate possesses a strong quantitative background, exceptional programming skills, and a deep understanding of financial instruments and market dynamics.
Responsibilities:

• Develop, backtest, and implement quantitative trading strategies across various asset classes (equities, derivatives, fixed income, FX).
• Conduct in-depth statistical analysis of market data to identify patterns, trends, and opportunities.
• Build and maintain robust financial models for pricing, risk management, and portfolio optimization.
• Collaborate closely with portfolio managers and traders to translate investment ideas into implementable quantitative solutions.
• Utilize programming languages such as Python, R, C++, or MATLAB for data analysis, model development, and algorithm implementation.
• Manage and analyze large datasets, ensuring data integrity and accuracy.
• Assess and quantify risks associated with trading strategies and portfolios.
• Stay current with academic research, market trends, and new quantitative techniques.
• Document methodologies, strategies, and research findings thoroughly.
• Contribute to the continuous improvement of the quantitative research and trading infrastructure.
• Present complex analytical findings clearly and concisely to both technical and non-technical audiences.

Qualifications:

• Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Economics.
• Minimum of 6 years of experience in quantitative analysis, algorithmic trading, or portfolio management within the financial services industry.
• Proven expertise in developing and implementing profitable quantitative strategies.
• Advanced proficiency in at least one programming language (Python, R, C++, MATLAB) and experience with relevant libraries (e.g., NumPy, Pandas, SciPy).
• Strong understanding of financial markets, derivatives, econometrics, and statistical modeling.
• Excellent analytical, problem-solving, and critical thinking skills.
• Ability to work independently and as part of a remote team, managing multiple projects simultaneously.
• Exceptional communication and presentation skills.

This is an exceptional opportunity for a talented quant to make a significant impact in a challenging and rewarding remote environment.

Our client, a prestigious investment bank, is seeking a highly skilled Senior Quantitative Analyst to join their elite trading strategies team. This is a fully remote position, offering the opportunity to contribute sophisticated financial modeling and data analysis from anywhere in India. You will be responsible for developing, testing, and implementing complex quantitative models for trading strategies, risk management, and portfolio optimization. Your deep understanding of financial markets, statistical modeling, and programming will be crucial in generating alpha and enhancing investment performance. The ideal candidate will possess a PhD or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, or Computer Science, coupled with extensive experience in applying quantitative techniques to financial problems. You will work closely with portfolio managers and traders, translating market insights into actionable trading algorithms. Responsibilities include:

• Developing, validating, and implementing quantitative models for trading strategies across various asset classes.
• Performing rigorous statistical analysis of large datasets to identify market patterns and opportunities.
• Building and backtesting trading algorithms and risk management systems.
• Collaborating with portfolio managers and traders to understand investment objectives and design appropriate quantitative solutions.
• Contributing to the research and development of new quantitative methodologies.
• Optimizing existing models for performance and efficiency.
• Documenting model specifications, methodologies, and results.
• Staying abreast of the latest advancements in quantitative finance and machine learning.
• Ensuring compliance with regulatory requirements and internal risk policies.

Qualifications:

• PhD or Master's degree in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative discipline.
• 5-8 years of experience in quantitative analysis, preferably within investment banking, hedge funds, or asset management.
• Proven expertise in statistical modeling, time series analysis, machine learning, and econometrics.
• Strong programming skills in languages such as Python, C++, R, or MATLAB.
• Deep understanding of financial markets, derivatives, and portfolio theory.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to explain complex concepts to non-technical audiences.
• Experience with large datasets and data manipulation techniques.
• Ability to work independently and effectively in a remote, high-pressure environment.

**About this role**
The Aladdin Financial Engineering business is responsible for all analytics technology across the Aladdin platform. We research, develop, and implement state-of-the-art quantitative models used to assess financial risk across fixed income, equities, derivatives, alternative products and private markets.
**Team overview & what we do**
Energy & Climate Analytics (ECA) is responsible for building models and capabilities that are needed to quantify the impact of climate risk and other sustainability factors on financial assets. We are dedicated to deliver impactful energy & climate data & analytics through curated front-end tools, data as service, engagement and thought leadership to BlackRock and external clients. Team's core capabilities also include geospatial analytics at asset level for infrastructure and real estate.
Team also curates the premium content using GenAI/LLM and builds production grade pipeline for research data & climate analytics. Given the diversity of skills required to develop these products, the team brings together professionals from research and modelling, analytics, climate scientists and data engineering teams. As a member of ECA, you will be working with clients and partners to develop state of the art financial models and analytics to assess the financial impacts of climate change, climate policy and energy policy on many asset classes - from corporate equity and fixed income, to mortgages, municipal bonds, sovereign debt and alternative investments like private markets & infrastructure. As climate risk and sustainable investing become an ever-increasing focus for investors, you will be developing the production grade content pipeline for research data & climate analytics including curation & research of premium content & quantify its financial impact to help drive a deeper understanding of risks and opportunities in this space.
**Job Purpose/Background:**
Energy & Climate Analytics (ECA) is looking for a quant developer to focus research data pipeline for corporate transition risk and decarbonization analytics. The primary job responsibilities include developing production grade data pipeline for model research & maintaining it, this will also include development of pipelines for applied analytics use-cases across various analytics. This person will also work on research & curation of premium content in this field Transition Risk, Private Markets, Infrastructure analytics which will drive its usages into various investment processes.
Familiarity with following areas is essential:
+ Data pipeline using python
+ Data analytics & content research
+ Python development
+ Exposure to Corporates asset class / Balance Sheet Knowledge
+ Exposure to climate datasets, vendors and standards
Familiarity with following areas is favorable:
+ Exposure to climate data like ESG, Transition, Decarbonization
+ Big Data & pipelines
+ GenAI / LLM based data curation
+ Transition Risk & Decarbonization Modeling
**Key Responsibilities:**
+ Develop, design and build scalable and modular software components for quantitative analysis and financial modeling and investment analytics for risk models, and high-volume complex data processing pipelines.
+ Ensure quality & performance of research data pipeline and curated new premium content using different approaches
+ Conduct research on additional content / data which can add value to models and or investment processes
+ Perform & implement complex quantitative calculations with high accuracy and performance
+ Collaborate with modelers, content experts to develop content expertise and implement optimized and performant solutions
+ Apply statistical methods to real-world financial data & climate data to derive business insights
+ Optimize algorithms for time-series data analysis and financial computations
**Skills & Qualifications:**
+ Bachelor or master's level education in Computer Science, Engineering, or a related discipline
+ Minimum 3+ years of experience in Python-based full scale production software development and design
+ Formidable analytical, problem-solving, and production troubleshooting skills
+ Understanding of climate/ESG vendors, climate datasets, and standards
+ A passion for providing fundamental software solutions for highly available, performant full stack applications with a "Student of Technology" attitude
+ Passion to work in a team-environment, multitasking, and effective communication skills
+ Knowledge of software development methodologies (analysis, design, development, testing) and basic understanding of Agile / Scrum methodology and practices
+ Ability and willingness to learn fast, multi-task, self-motivate and pick up new things easily
+ Ability to work independently and efficiently in a fast-paced and team-oriented environment
**Good to Have**
+ Understanding of Agile work environments, including knowledge of GIT, CI/CD.
+ Knowledge of investment process, climate risk particularly transition risk & decarbonization analytics.
+ Exposure to curate unstructured data using NLP / Gen AI /LLM
+ CFA/FRM preferred
**Our benefits**
To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.
**Our hybrid work model**
BlackRock's hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person - aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.
**About BlackRock**
At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children's educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.
This mission would not be possible without our smartest investment - the one we make in our employees. It's why we're dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.
For additional information on BlackRock, please visit @blackrock ( | Twitter: @blackrock ( | LinkedIn: is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age, disability, family status, gender identity, race, religion, sex, sexual orientation and other protected attributes at law.