439 Quantitative Analyst jobs in India

• Design, develop, test, and deploy sophisticated quantitative models for pricing, risk management, and trading strategy development.
• Conduct in-depth statistical analysis of market data to identify trading opportunities and patterns.
• Implement algorithms for automated trading systems, ensuring optimal execution and minimal slippage.
• Collaborate closely with portfolio managers and traders to understand market dynamics and translate them into quantitative strategies.
• Perform rigorous back-testing and simulation of trading strategies to validate their performance and robustness.
• Monitor and manage the risk exposure of trading portfolios, developing and implementing hedging strategies.
• Stay abreast of the latest academic research and industry trends in quantitative finance, machine learning, and financial econometrics.
• Develop and maintain high-quality, production-ready code in languages such as Python, C++, or R.
• Analyze large datasets of market information to extract actionable insights.
• Document all models, methodologies, and trading strategies thoroughly.
• Contribute to the continuous improvement of the firm's quantitative infrastructure and analytical tools.

• Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Economics.
• Minimum of 5 years of experience in quantitative finance, trading, or related analytical roles.
• Proven expertise in developing and implementing statistical models and algorithms for financial markets.
• Strong programming skills in Python, C++, R, or similar languages, with experience in data analysis libraries.
• Deep understanding of financial markets, instruments (equities, derivatives, fixed income), and trading strategies.
• Proficiency in statistical modeling, time series analysis, machine learning, and econometrics.
• Excellent analytical, problem-solving, and critical-thinking abilities.
• Strong communication skills, with the ability to explain complex concepts clearly to both technical and non-technical audiences.
• Experience working in a remote or distributed team environment is beneficial.
• Proven ability to work independently and manage multiple projects simultaneously.

• Develop, test, and implement quantitative models for pricing, hedging, and risk management of financial derivatives and other securities.
• Conduct rigorous statistical analysis of market data to identify trading opportunities and risks.
• Collaborate with traders, portfolio managers, and risk managers to understand their needs and provide quantitative solutions.
• Implement trading algorithms and strategies in a production environment using programming languages like Python, C++, or R.
• Research and evaluate new quantitative techniques and technologies to enhance modeling capabilities.
• Analyze large datasets to extract meaningful insights and inform decision-making.
• Monitor model performance and conduct regular backtesting and validation.
• Ensure compliance with regulatory requirements and internal policies.
• Communicate complex quantitative concepts and findings clearly to both technical and non-technical audiences.
• Stay abreast of global financial market trends and developments.

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• 5+ years of experience as a Quantitative Analyst or in a similar role within the financial services industry.
• Proven expertise in financial modeling, statistical analysis, and stochastic calculus.
• Strong programming skills in Python (NumPy, Pandas, SciPy) and C++ are essential. Experience with R or MATLAB is a plus.
• Deep understanding of financial instruments, derivatives, and market microstructure.
• Experience with machine learning techniques applied to finance is highly desirable.
• Excellent analytical, problem-solving, and critical-thinking abilities.
• Strong communication and presentation skills, with the ability to explain complex models to diverse stakeholders.
• Ability to work independently and collaboratively in a fast-paced, remote environment.
• Familiarity with large-scale data processing and distributed computing systems.

• Design, develop, and implement quantitative trading strategies and models for various financial markets (equities, derivatives, FX, fixed income).
• Conduct rigorous back-testing and statistical analysis of trading algorithms to assess performance and identify potential risks.
• Collaborate closely with portfolio managers and traders to understand market needs and translate them into implementable trading strategies.
• Utilize advanced statistical techniques, machine learning, and data mining to uncover trading opportunities.
• Develop and maintain high-quality, efficient, and robust code for strategy implementation and execution.
• Monitor the performance of live trading strategies, identify deviations, and implement necessary adjustments.
• Research and evaluate new data sources and analytical tools to enhance trading capabilities.
• Stay abreast of the latest academic research and industry trends in quantitative finance.
• Contribute to the continuous improvement of the firm's quantitative trading infrastructure and processes.
• Communicate complex quantitative concepts and results clearly to both technical and non-technical stakeholders.
• Work effectively in a remote environment, ensuring timely delivery of projects and seamless team collaboration.

• Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 5-7 years of hands-on experience in quantitative analysis, algorithmic trading, or financial modeling within the financial services industry.
• Proficiency in programming languages commonly used in quantitative finance, such as Python, C++, R, or Java.
• Deep understanding of statistical modeling, time series analysis, econometrics, and machine learning techniques.
• Experience with financial market data and trading platforms.
• Proven ability to develop and back-test complex trading strategies.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to articulate complex ideas effectively.
• Demonstrated ability to work independently and collaboratively in a remote setting.
• Experience with large-scale data processing and database management.
• High attention to detail and a commitment to accuracy.

• Develop and implement quantitative models for pricing, hedging, and risk management of financial derivatives and other complex instruments.
• Design, code, and test high-frequency trading algorithms and strategies.
• Perform statistical analysis on large datasets to identify market trends and trading opportunities.
• Collaborate with portfolio managers, traders, and other quants to refine models and implement new strategies.
• Build and maintain robust data infrastructure and back-testing frameworks.
• Conduct rigorous research into new financial instruments, market structures, and analytical techniques.
• Ensure compliance with regulatory requirements and internal risk policies.
• Communicate complex quantitative concepts clearly to both technical and non-technical audiences.
• Optimize and improve existing trading systems and analytical tools for performance and efficiency.
• Stay at the forefront of quantitative finance research and emerging technologies.

• Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
• Minimum of 5 years of experience in quantitative finance, with a strong focus on derivatives pricing, risk management, or algorithmic trading.
• Proficiency in programming languages such as C++, Python, or Java, with a strong emphasis on performance and efficiency.
• Expertise in statistical modeling, time series analysis, machine learning, and stochastic calculus.
• Deep understanding of financial markets, including equities, fixed income, and derivatives.
• Experience with large-scale data analysis and distributed computing environments.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and collaboration abilities, essential for a remote team.
• Ability to work independently, manage multiple projects, and meet demanding deadlines.

Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called Mega Banks of Japan. MGS was established in the year 2020 as part of Mizuho's long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Bank’s domestic and overseas offices and Mizuho’s group companies across the globe.

At Mizuho we are committed to a culture that is driven by ethical values and supports diversity in all its forms for its talent pool. Direction of MGS’s development is paved by its three key pillars, which are Mutual Respect, Discipline and Transparency, which are set as the baseline of every process and operation carried out at MGS.

What’s in it for you?

o Immense exposure and learning

o Excellent career growth

o Company of highly passionate leaders and mentors

o Ability to build things from scratch

Know more about MGS: -

Job Title : Quantitative Risk Analyst (5 years’ experience)

Job Summary:

• We are seeking a talented and motivated individual to join our Risk Analytics team as a Quantitative Risk Analyst.
• The successful candidate will play a crucial role in supporting the risk assessment.
• This role requires a good understanding of financial products, experience in a bank or securities firm, and proficiency in coding using Python.

Responsibilities:

• Assist in the development and implementation of quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies to assess and manage financial risks.

• Good knowledge of financial products, including derivatives, fixed income securities, equities, and foreign exchange.

• Basic understanding of derivatives pricing and Greeks.

• Collaborate with the Risk Management team in Tokyo, Singapore, Hong Kong and London to enhance risk reporting frameworks.

• Perform data analysis, validation, and reconciliation to ensure accuracy and integrity of risk-related data.

• Utilize Python programming skills to build and maintain risk models, perform data analysis, and automate risk reporting processes.

• Follow up with other Teams on Issues found out during Validation , reporting and reconciliation.

• Work with Global and Local IT teams to help fix JIRAs.

Qualifications: Bachelor's degree in Finance, Economics, Mathematics, Engineering or a related field. A Master's degree in a quantitative discipline will be preferable.

Desirable :

• Previous experience in a bank, financial institution, or securities firm, preferably in a risk management or quantitative role.

• Some understanding of Regulations like Basel , FRTB etc.

Interested candidates can share their resume on

Relevant experience:

Current location:

Current CTC:

Expected CTC:

Address:

Mizuho Global Services India Pvt. Ltd,

11th Floor, Q2 Building Aurum Q Park, Gen 4/1,

Ttc, Thane Belapur Road, MIDC Industrial Area,

Ghansoli, Navi Mumbai- .

Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called Mega Banks of Japan. MGS was established in the year 2020 as part of Mizuho's long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Bank’s domestic and overseas offices and Mizuho’s group companies across the globe.

At Mizuho we are committed to a culture that is driven by ethical values and supports diversity in all its forms for its talent pool. Direction of MGS’s development is paved by its three key pillars, which are Mutual Respect, Discipline and Transparency, which are set as the baseline of every process and operation carried out at MGS.

What’s in it for you?

o Immense exposure and learning

o Excellent career growth

o Company of highly passionate leaders and mentors

o Ability to build things from scratch

Know more about MGS: -

Job Title : Quantitative Risk Analyst (5 years’ experience)

Job Summary:

• We are seeking a talented and motivated individual to join our Risk Analytics team as a Quantitative Risk Analyst.
• The successful candidate will play a crucial role in supporting the risk assessment.
• This role requires a good understanding of financial products, experience in a bank or securities firm, and proficiency in coding using Python.

Responsibilities:

• Assist in the development and implementation of quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies to assess and manage financial risks.

• Good knowledge of financial products, including derivatives, fixed income securities, equities, and foreign exchange.

• Basic understanding of derivatives pricing and Greeks.

• Collaborate with the Risk Management team in Tokyo, Singapore, Hong Kong and London to enhance risk reporting frameworks.

• Perform data analysis, validation, and reconciliation to ensure accuracy and integrity of risk-related data.

• Utilize Python programming skills to build and maintain risk models, perform data analysis, and automate risk reporting processes.

• Follow up with other Teams on Issues found out during Validation , reporting and reconciliation.

• Work with Global and Local IT teams to help fix JIRAs.

Qualifications: Bachelor's degree in Finance, Economics, Mathematics, Engineering or a related field. A Master's degree in a quantitative discipline will be preferable.

Desirable:

• Previous experience in a bank, financial institution, or securities firm, preferably in a risk management or quantitative role.

• Some understanding of Regulations like Basel , FRTB etc.

Interested candidates can share their resume on

Relevant experience:

Current location:

Current CTC:

Expected CTC:

Address:

Mizuho Global Services India Pvt. Ltd,

11th Floor, Q2 Building Aurum Q Park, Gen 4/1,

Ttc, Thane Belapur Road, MIDC Industrial Area,

Ghansoli, Navi Mumbai- .

Morningstar Indexes -

Position : Quantitative Analyst – New Product Development – Morningstar Indexes

The Area : Morningstar Indexes Team leverages its expertise in equity research, manager research, asset allocation, and portfolio construction to create innovative investment solutions. It uses Morningstar’s intellectual property to create indexes that empower investors to achieve their goals at every stage of the investment process - market monitoring, benchmarking, and asset allocation. The unit offers a broad suite of global equity, bond, commodity and asset allocation indexes.

The Role : As a part of the Indexes New Product Development Team, you will participate in the full development cycle including ideation, design, development, presentations to global research team and clients, leading up to implementation. The ideal candidate will have a good grasp of investment concepts, possess strong analytical skills, good communication skills. Technical proficiency with at least one programming language (Python, R or MATLAB) in addition to SQL is desirable. This position is based in our Navi Mumbai office.

Responsibilities:
 

The successful candidate will

Requirements:
 

Morningstar is an equal opportunity employer.

Morningstar’s hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. We’ve found that we’re at our best when we’re purposely together on a regular basis, at least three days each week. A range of other benefits are also available to enhance flexibility as needs change. No matter where you are, you’ll have tools and resources to engage meaningfully with your global colleagues.