349 Quantitative Modeling jobs in India

• Develop and implement quantitative models for financial markets.
• Analyze large datasets to identify patterns, trends, and trading signals.
• Design and backtest trading strategies.
• Build and maintain risk management models.
• Perform sensitivity analysis and stress testing of financial models.
• Collaborate with traders, portfolio managers, and developers.
• Ensure the accuracy and integrity of model outputs.
• Stay updated on market developments and quantitative finance research.
• Document model methodologies and assumptions clearly.

• Master's or Ph.D. in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Financial Engineering, Computer Science).
• Proven experience in quantitative finance, financial modeling, or statistical analysis.
• Proficiency in programming languages such as Python, C++, or R.
• Strong understanding of financial markets, derivatives, and risk management.
• Excellent analytical, problem-solving, and mathematical skills.
• Experience with statistical software and data analysis tools.
• Ability to work independently and manage multiple projects in a remote setting.
• Strong communication skills to explain complex models to non-technical stakeholders.
• Detail-oriented with a commitment to accuracy and rigor.

• Developing, implementing, and testing quantitative models for pricing, risk management, and trading strategies.
• Performing complex statistical analysis of market data to identify patterns and predict trends.
• Building robust financial models using programming languages such as Python, R, or C++.
• Collaborating with portfolio managers and traders to translate business needs into quantitative solutions.
• Conducting research on new methodologies and technologies to enhance modeling capabilities.
• Validating and back-testing model performance against historical data.
• Documenting model methodologies, assumptions, and results comprehensively.
• Ensuring the integrity and accuracy of financial data used in modeling.
• Staying abreast of regulatory changes and their impact on financial modeling.
• Contributing to the continuous improvement of the quantitative framework.

Company Name - Anand Rathi Global Intermediaries Limited (Stock Broker)

Company Overview

We are a SEBI-registered Trading Member and Self-Clearing Member with a focus on institutional broking, proprietary trading, and promoter group trading activities.

Role Overview

The Risk Manager leads the development, implementation, and oversight of risk management policies and daily surveillance in a prop and institutional desk environment. This individual will be responsible for real-time risk controls, regulatory margin management, exposure monitoring, and limit enforcement across all firm and group trading activities.

Key Responsibilities

• Develop and implement comprehensive risk management frameworks and processes for prop, institutional, and promoter trades
• Monitor exposures, P&L, and real-time risk across trading desks; implement controls to ensure compliance with SEBI, Exchange, and internal policies
• Oversee margin management, position limits, scrip profiling, and fund allocation in alignment with regulatory and internal risk norms
• Perform stress testing, scenario analysis, and risk analytics for large and complex positions/trades
• Supervise surveillance of all client and group trades to detect anomalies, trigger alerts, and enforce action as per policy
• Collaborate with front office, compliance, and technology teams to ensure system readiness for risk capture and reporting
• Conduct regular reviews of risk management systems, participate in audits, and enhance processes in line with best practices
• Ensure timely regulatory and internal risk reporting; present key risk exposures and action plans to management
• Train desk and ops teams in risk awareness, policy updates, and compliance practices

Candidate Requirements

• Graduate/Postgraduate with 5–10 years’ experience in risk management for institutional/prop broking.
• Advanced understanding of capital market risk controls, margin management, position/limit monitoring, and risk reporting
• Familiar with exchange systems (e.g., NMASS, OFS Portals), scrip/client profiling, and risk system tools
• Analytical with hands-on skills in scenario analysis, stress testing, and exposure surveillance
• Strong regulatory knowledge: SEBI, NSE/BSE, clearing and settlement framework, internal controls
• Excellent communication, technology acumen, and cross-team coordination
• FRM/CFA/NISM series or equivalent risk certifications

• Develop, validate, and implement advanced quantitative models for pricing complex derivatives, risk measurement, and portfolio optimization.
• Conduct thorough research on market microstructure, statistical arbitrage, and algorithmic trading strategies.
• Collaborate with traders and portfolio managers to understand their needs and develop bespoke quantitative solutions.
• Work closely with the technology department to ensure efficient and robust implementation of models in production environments.
• Perform sensitivity analysis, back-testing, and stress testing of models to assess their performance and limitations.
• Identify and quantify various financial risks (market risk, credit risk, operational risk) and develop mitigation strategies.
• Stay current with academic research and industry best practices in quantitative finance and financial engineering.
• Prepare detailed documentation of models, methodologies, and assumptions.
• Contribute to the firm's understanding of market dynamics and provide insights to senior management.
• Mentor junior quantitative analysts and contribute to the team's overall technical expertise.

• Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
• Minimum of 5-7 years of relevant experience in quantitative finance, preferably in investment banking or asset management.
• Proficiency in programming languages such as Python, C++, R, or Java.
• Strong knowledge of financial derivatives, fixed income, equities, and other asset classes.
• Experience with statistical modeling, time series analysis, machine learning, and stochastic calculus.
• Excellent problem-solving and analytical skills, with a keen attention to detail.
• Strong communication and interpersonal skills, with the ability to explain complex concepts to non-technical audiences.
• Experience with large datasets and database management is a plus.

• Develop, implement, and maintain complex quantitative models for financial products and strategies.
• Conduct in-depth statistical analysis of large datasets to identify trends and opportunities.
• Design and execute backtesting of trading strategies and risk models.
• Collaborate with business stakeholders to understand requirements and deliver tailored analytical solutions.
• Research and apply advanced mathematical and statistical techniques to financial problems.
• Ensure the accuracy, reliability, and integrity of all developed models.
• Prepare detailed reports and presentations on analytical findings for senior management.
• Stay abreast of industry developments, regulatory changes, and new technologies in quantitative finance.
• Mentor junior analysts and contribute to the team's technical expertise.

• Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Computer Science.
• 5+ years of experience in quantitative analysis within the financial services industry.
• Proficiency in programming languages like Python, R, C++, or Java.
• Strong understanding of financial markets, derivatives, and investment strategies.
• Expertise in statistical modeling, time series analysis, and econometrics.
• Experience with data visualization tools and techniques.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation abilities, with the capacity to explain complex concepts clearly.
• Experience with cloud computing platforms (e.g., AWS, Azure) is a plus.

• Develop, implement, and backtest complex quantitative models for pricing, hedging, risk management, and portfolio optimization.
• Design and build robust valuation frameworks for a wide range of financial instruments, including derivatives, fixed income, and equities.
• Perform rigorous statistical analysis and hypothesis testing to validate model assumptions and performance.
• Collaborate with traders, portfolio managers, and risk officers to understand their needs and translate them into effective quantitative solutions.
• Develop and maintain high-quality, production-ready code in languages such as Python, C++, or R.
• Create comprehensive documentation for all models, including theoretical underpinnings, implementation details, and usage guidelines.
• Stay abreast of the latest academic research and market trends in quantitative finance.
• Communicate complex quantitative concepts clearly and effectively to both technical and non-technical stakeholders.
• Contribute to the enhancement of the firm's quantitative infrastructure and development processes.
• Identify and explore new data sources and methodologies to improve model accuracy and coverage.

• Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Physics, Statistics, Computer Science, or Economics.
• Minimum of 6 years of relevant experience in quantitative finance, with a strong focus on model development.
• Proven expertise in developing models for areas like derivative pricing, risk management (VaR, CVA), or algorithmic trading.
• Strong programming skills in Python (e.g., NumPy, SciPy, Pandas, scikit-learn) and/or C++.
• Solid understanding of stochastic calculus, time series analysis, econometrics, and statistical modeling.
• Familiarity with financial markets and instruments is essential.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong written and verbal communication skills, with the ability to present complex findings clearly.
• Ability to work independently in a remote setting and manage multiple priorities effectively.
• Experience with cloud computing platforms and big data technologies is a plus.

• Develop and implement advanced quantitative models for pricing, risk management, and trading strategies across various asset classes.
• Conduct rigorous back-testing and validation of trading algorithms to assess performance and identify areas for improvement.
• Collaborate with portfolio managers and traders to understand their needs and translate them into quantitative solutions.
• Analyze large datasets to identify market patterns, correlations, and trading opportunities.
• Research and evaluate new mathematical and statistical techniques for application in quantitative finance.
• Write clean, efficient, and well-documented code in languages such as Python, C++, or R.
• Mentor and guide junior quantitative analysts, fostering their technical and analytical development.
• Stay abreast of market developments, regulatory changes, and academic research in quantitative finance.
• Present complex quantitative concepts and findings clearly and concisely to both technical and non-technical audiences.
• Contribute to the firm's intellectual property through the development of innovative quantitative methodologies.
• Ensure the robustness and reliability of trading systems and risk models.
• Participate in the recruitment and onboarding of new quantitative talent.

• Develop, implement, and maintain quantitative models for pricing, risk management, trading strategies, and portfolio optimization.
• Perform rigorous validation and back-testing of financial models to ensure accuracy and reliability.
• Analyze market data, economic indicators, and financial instruments to identify trends and opportunities.
• Collaborate with front-office traders, portfolio managers, and risk officers to understand their needs and provide quantitative support.
• Work closely with IT and software development teams to implement models into production systems.
• Ensure compliance with regulatory requirements and internal policies related to model risk management.
• Prepare detailed documentation and presentations of model methodologies, assumptions, and results.
• Stay current with academic research, industry best practices, and emerging technologies in quantitative finance.
• Mentor junior quantitative analysts and contribute to the team's technical expertise.

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Computer Science.
• 7+ years of experience in quantitative analysis, financial modeling, or a related role within the financial services industry.
• Strong proficiency in programming languages commonly used in quant finance, such as Python, C++, R, or MATLAB.
• Deep understanding of financial markets, derivative instruments, and statistical/econometric methods.
• Experience with time series analysis, stochastic calculus, machine learning applications in finance, and risk modeling.
• Excellent analytical, problem-solving, and communication skills.
• Ability to translate complex quantitative concepts into clear explanations for non-technical audiences.
• Demonstrated ability to work independently and manage multiple projects effectively in a demanding environment.

• Develop, validate, and implement complex quantitative financial models.
• Conduct rigorous statistical analysis and market research.
• Perform risk assessments and stress testing of financial portfolios.
• Utilize programming languages (Python, R, C++) for data analysis and model building.
• Collaborate with portfolio managers, traders, and risk teams to identify analytical needs.
• Provide quantitative insights and recommendations to support strategic decisions.
• Stay current with regulatory requirements and market trends impacting quantitative finance.
• Develop and maintain documentation for models and analytical processes.
• Ensure the accuracy, integrity, and efficiency of financial models.
• Contribute to the development of new analytical tools and methodologies.

• Master's or Ph.D. in a quantitative field such as Finance, Economics, Mathematics, Statistics, or Physics.
• Minimum of 6 years of experience in quantitative analysis or financial modeling.
• Proven expertise in developing and implementing complex financial models.
• Strong proficiency in Python, R, or C++ for quantitative analysis.
• In-depth knowledge of financial markets, derivatives, and risk management principles.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to explain complex concepts clearly.
• Experience with financial databases and tools.
• Ability to work independently and manage multiple projects in a remote setting.