580 Quantitative Analysis jobs in India

Associate, Data Management & Quantitative Analysis I

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world’s financial system we touch nearly 20% of the world’s investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere.    

We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what #LifeAtBNY is all about.

We’re seeking a future team member for the role of Associate, Data Management & Quantitative Analysis I to join our Asset Management Division, FSG Quants team. This role is located in Pune, MH – HYBRID.

In this role, you’ll make an impact in the following ways: 

• The Quant Team interacts with various teams on a day-to-day basis, primarily the Client Team and Portfolio Managers and is often the conduit between various teams/workflows. These teams often rely on the Quant Team to provide analysis which will be delivered to clients and impact trading decisions.
• The candidates will require quantitative skills and ability to solve complex problems for our LDI clients. Candidates will be required to perform the liability modelling, benchmark changes etc. while maintaining the highest quality of work. Candidates should be able to identify any problems/issues with the results and raise them whenever required. The candidates will also need to be able to understand investment guidelines and apply the relevant process/calculation as necessary.

To be successful in this role, we’re seeking the following: 

• Bachelor’s degree in actuarial, finance, statistics or mathematics
• Minimum 3-5 years’ work experience in a similar or related role with a top tier firm 
• Insurance/actuarial (pricing, actuarial modelling, pensions)
• Investment bank (interest rate derivative sales, trading and research)
• Financial services (asset and risk management) 
• Ideal candidates would have strong work experience and relevant knowledge in the following areas
• Actuarial modelling and processes (experience in UK pensions is preferred).
• Understanding of interest rate and inflation risk and techniques to quantify these risks
• Solid understanding of fixed income, derivative markets and hedging/LDI techniques
• Ability and desire to apply numerical skills in the workplace. Candidate with mathematics, economics, statistics and/or actuarial background is preferred.
• Ability to work in a highly collaborative team environment. Candidate will need to work with UK and Pune team members simultaneously
• Candidate should have strong quantitative skills and be fluent in English. Preferably hold a numerical degree or quant-orientated qualifications or progress towards actuarial or investment (e.g. CFA) designation. Strong proficiency in Excel is also required.
• The person should have strong verbal and written communication as s/he will need to articulate his/her thought process in any given task and set these out via email (e.g. setting out modelling process/assumptions). S/he should also be deadline driven, have strong analytical skills and be detail orientated as there is a lot of operational risk within our day-to-day role. S/he should also have a strong work ethic and be committed to meet the deadlines.

At BNY, our culture speaks for itself. Here’s a few of our awards: 

• America’s Most Innovative Companies, Fortune, 2024
• World’s Most Admired Companies, Fortune 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion , Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards: 

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

Associate, Data Management & Quantitative Analysis I

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world’s financial system we touch nearly 20% of the world’s investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere.    

We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what #LifeAtBNY is all about.

We’re seeking a future team member for the role of Associate, Data Management & Quantitative Analysis I to join our Asset Management Division, FSG Quants team. This role is located in Pune, MH – HYBRID.

In this role, you’ll make an impact in the following ways: 

• The Quant Team interacts with various teams on a day-to-day basis, primarily the Client Team and Portfolio Managers and is often the conduit between various teams/workflows. These teams often rely on the Quant Team to provide analysis which will be delivered to clients and impact trading decisions.
• The candidates will require quantitative skills and ability to solve complex problems for our LDI clients. Candidates will be required to perform the liability modelling, benchmark changes etc. while maintaining the highest quality of work. Candidates should be able to identify any problems/issues with the results and raise them whenever required. The candidates will also need to be able to understand investment guidelines and apply the relevant process/calculation as necessary.

To be successful in this role, we’re seeking the following: 

• Bachelor’s degree in actuarial, finance, statistics or mathematics
• Minimum 3-5 years’ work experience in a similar or related role with a top tier firm 
• Insurance/actuarial (pricing, actuarial modelling, pensions)
• Investment bank (interest rate derivative sales, trading and research)
• Financial services (asset and risk management) 
• Ideal candidates would have strong work experience and relevant knowledge in the following areas
• Actuarial modelling and processes (experience in UK pensions is preferred).
• Understanding of interest rate and inflation risk and techniques to quantify these risks
• Solid understanding of fixed income, derivative markets and hedging/LDI techniques
• Ability and desire to apply numerical skills in the workplace. Candidate with mathematics, economics, statistics and/or actuarial background is preferred.
• Ability to work in a highly collaborative team environment. Candidate will need to work with UK and Pune team members simultaneously
• Candidate should have strong quantitative skills and be fluent in English. Preferably hold a numerical degree or quant-orientated qualifications or progress towards actuarial or investment (e.g. CFA) designation. Strong proficiency in Excel is also required.
• The person should have strong verbal and written communication as s/he will need to articulate his/her thought process in any given task and set these out via email (e.g. setting out modelling process/assumptions). S/he should also be deadline driven, have strong analytical skills and be detail orientated as there is a lot of operational risk within our day-to-day role. S/he should also have a strong work ethic and be committed to meet the deadlines.

At BNY, our culture speaks for itself. Here’s a few of our awards: 

• America’s Most Innovative Companies, Fortune, 2024
• World’s Most Admired Companies, Fortune 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion , Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards: 

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

Senior Associate, Data Management & Quantitative Analysis 

At BNY, our culture allows us to run our company better and enables employees’ growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world’s investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide.

Recognized as a top destination for innovators and champions of inclusion, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance – and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary.

We’re seeking a future team member for the role of Senior Associate to join our Risk & Performance Oversight team. This role is in Pune, MH – HYBRID.

In this role, you’ll make an impact in the following ways: 

• Join a dynamic team, working closely with the Head of Performance Oversight, and play an integral role in performance and attribution reporting.
• Produce ex-ante/ex-post risk, performance attribution, and peer comparison for funds under various asset classes using fund holdings/ returns data.
• Review manager performance and risk vs. peers and vs. investment mandates. Assess liquidity risk.
• Interpret data and provide performance and risk analysis to the senior management.
• Drive various automation projects for process refinement

To be successful in this role, we’re seeking the following: 

• Bachelor’s or Master’s degree with 6+ years of relevant experience (CFA/CIPM/FRM certification is a plus)
• Hands on experience in Performance Attribution, Investment Risk, Market Risk, and Investment Due Diligence
• Hands-on experience with Python and SQL at an intermediate level
• Familiarity with Factset, MorningStar and Aladdin or any other Risk and Performance monitoring tool.

At BNY, our culture speaks for itself, check out the latest BNY news at:

BNY Newsroom

BNY LinkedIn 

Here’s a few of our recent awards: 

• America’s Most Innovative Companies, Fortune, 2025
• World’s Most Admired Companies, Fortune 2025
• “Most Just Companies”, Just Capital and CNBC, 2025

Our Benefits and Rewards:

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

Vice President, Data Management & Quantitative Analysis Manager II

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world’s financial system we touch nearly 20% of the world’s investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere.   

We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what #LifeAtBNY is all about.

We’re seeking a future team member for the role of Vice President, Data Management & Quantitative Analysis Manager II in Markets team. This role is located in Pune, MH  – Hybrid.

In this role, you’ll make an impact in the following ways: 

Responsibilities

• Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
• Pricing Model development and OPM review for Rates, FX and Equity models.
• Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
• Investigate market data, pricing and risk analytics issues.
• Work on implementation of AI based quantitative workflow solutions.

To be successful in this role, we’re seeking the following: 

• Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
• Excellent programming knowledge in Python/C++ with financial maths and quant development work.
• Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
• Good knowledge of development of pricing and risk analytics systems and tools.
• Good knowledge of object oriented analysis and common design patterns.
• Excellent analytical and problem solving skills.
• Good communication skills and ability to work with trading desk and platform engineering teams.
• Front office experience involving FX and Rates
• Good knowledge about LLMs and AI based quants workflow solutions.

Preferred candidates:

• Top Tier colleges: IITs/BITs/NITs
• Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
• Professional certification in Finance: FRM, CQF or CFA.

At BNY, our culture speaks for itself. Here’s a few of our awards: 

• America’s Most Innovative Companies, Fortune, 2024
• World’s Most Admired Companies, Fortune 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion , Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards: 

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups / Females / Individuals with Disabilities/Protected Veterans.

Senior Vice President, Data Management & Quantitative Analysis Manager

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world’s financial system we touch nearly 20% of the world’s investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere.   

We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what #LifeAtBNY is all about.

We’re seeking a future team member for the role of Senior Vice President, Data Management & Quantitative Analysis Manager in Markets team. This role is located in Pune, MH  – Hybrid.

In this role, you’ll make an impact in the following ways: 

Responsibilities

• Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
• Pricing Model development and OPM review for Rates, FX and Equity models.
• Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
• Investigate market data, pricing, and risk analytics issues.
• Work on implementation of AI based quantitative workflow solutions.
• Team lead for Quant Developer to drive quantitative business solutions.

The successful candidate will demonstrate/possess:

• Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
• Excellent programming knowledge in Python/C++ with financial maths and quant development work.
• Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
• Good knowledge of development of pricing and risk analytics systems and tools.
• Good knowledge of object oriented analysis and common design patterns.
• Excellent analytical and problem solving skills.
• Good communication skills and ability to work with trading desk and platform engineering teams.
• Front office experience involving FX and Rates
• Good knowledge about LLMs and AI based quants workflow solutions.

Preferred candidates:

• Top Tier colleges: IITs/BITs/NITs
• Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
• Professional certification in Finance: FRM, CQF or CFA.

At BNY, our culture speaks for itself. Here’s a few of our awards: 

• America’s Most Innovative Companies, Fortune, 2024
• World’s Most Admired Companies, Fortune 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion , Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards: 

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups / Females / Individuals with Disabilities/Protected Veterans.

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.

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.

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.

Job Description

ABOUT THIS JOB 

We won’t say we can predict the future, but our team of Market Research Analysts gets pretty close. This role combines data analysis and client consultation from the start, with plenty of room for growth. You find the stories behind scatter plots and help clients determine which products to launch. Your insights will influence decisions for some of today’s leading global companies.

RESPONSIBILITIES

● Managing clients and their respective projects' custom research team in matters of market research based on experience in one or more sectors (FMCG, Telecom, CPG, Tech & Durables etc.)

● Adept in independently handling all stages in a Customized Market Research Project: 

●Project Launch after the study is awarded. This role has min. involvement in proposal making & proposal development & is execution heavy role. 

●Questionnaire design, Analysis plan, Report planning & development 

●Presentation preparation and sharing insights with client 

● Team management 

● Drive client satisfaction by providing insights and actionable recommendations during presentations or business reviews and also by providing value-added analyses and response to special requests. 

● Undertake sales activities independently or in conjunction with senior staff in terms of preparation and delivery of proposal and credentials 

● Ensure the generation of required revenue from the assigned client portfolio and proper 

● Contract costing in order to meet the agreed budget targets 

● Identify and recommend enhanced and new services that answer clients' business needs 

● Build and maintain ongoing relationships with the identified key persons within client organization 

● Accountable for key strategic clients in terms of execution of the full research cycle From Questionnaire design till final report delivery ensuring all quality checks are conducted to deliver insightful reports.

●Team handling . Team of 4-5 SRE & RE 

●Managing projects independently, including client interaction & escalations if any 

●Adherence of all NIQ based processes. 

Qualifications

A LITTLE BIT ABOUT YOU

 
Experience in Primary Quantitative Market Research with practical knowledge of research methodologies like Brand Tracking, Brand Health, Ad Hoc , CBC, Segmentation, NPS CSAT and Competitive Analysis etc. 

QUALIFICATIONS
● 4 to 7 years’ experience in Quantitative Consumer Insights role, preferably from agency side 

● Strong Client Focus and Proactiveness 

● Working knowledge of statistics and multivariate analysis 

● Strong interpersonal skills 

● Prior team management experience is a must 

● Very Good Influencing & Persuading Skills 

● Excellent project management skills 

● Strong understanding of consumer behavior

● Knowledge of statistics and multivariate analysis

●Team management 

Additional Information

Our Benefits

Flexible working environment

Volunteer time off

LinkedIn Learning

Employee-Assistance-Program (EAP)

About NIQ

NIQ is the world’s leading consumer intelligence company, delivering the most complete understanding of consumer buying behavior and revealing new pathways to growth. In 2023, NIQ combined with GfK, bringing together the two industry leaders with unparalleled global reach. With a holistic retail read and the most comprehensive consumer insights—delivered with advanced analytics through state-of-the-art platforms—NIQ delivers the Full View. NIQ is an Advent International portfolio company with operations in 100+ markets, covering more than 90% of the world’s population.

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Our commitment to Diversity, Equity, and Inclusion

NIQ is committed to reflecting the diversity of the clients, communities, and markets we measure within our own workforce. We exist to count everyone and are on a mission to systematically embed inclusion and diversity into all aspects of our workforce, measurement, and products. We enthusiastically invite candidates who share that mission to join us. We are proud to be an Equal Opportunity/Affirmative Action-Employer, making decisions without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability status, age, marital status, protected veteran status or any other protected class. Our global non-discrimination policy covers these protected classes in every market in which we do business worldwide. Learn more about how we are driving diversity and inclusion in everything we do by visiting the NIQ News Center: