Senior Quantitative Analyst - Equity - Wealth Management

Role Overview:

We are seeking a highly skilled and experienced Senior Quantitative Analyst with a deep understanding of financial markets, systematic strategies, and risk analytics. The ideal candidate will have 8-10+ years of experience in quantitative research and back-testing across PMS, AIFs, or Mutual Funds, with hands-on expertise in Python, SQL, machine learning, Excel, and relevant quant tools. This role will focus on strategy development, model testing, data analysis, and performance attribution to support discretionary and rule-based investment decisions.

Key Responsibilities:

- Quantitative Research & Strategy Development: Design, test, and validate alpha-generating strategies across equities, derivatives, and multi-asset portfolios.

- Backtesting & Simulation: Conduct robust historical and out-of-sample backtesting using large financial datasets to validate investment models.

- Data Analytics & Automation: Build automated dashboards, reporting tools, and analytics frameworks for portfolio and risk monitoring.

- Model Implementation & Integration: Translate research into production-grade models and signals to be integrated into PMS/AIF/MF offerings.

- Performance Attribution & Reporting: Analyze portfolio returns and risk contributions using factor-based attribution frameworks.

- Collaboration with Investment Team: Work closely with portfolio managers, CIOs, and product heads to enhance strategy robustness and scalability. Qualifications & Experience:

- 8-12 years of experience in quantitative analysis or strategy roles in fund houses, wealth platforms, or capital markets.

- Proven background in backtesting models for Mutual Funds , PMS, AIFs, & MF products Trading/Investing Strategies.

- Strong command over Python, SQL, Excel, VBA, and experience with machine learning (regression, classification, clustering).

- Exposure to APIs, cloud-based data pipelines, and financial data providers (Bloomberg, Refinitiv, NSE/BSE, Quandl, etc.)

- Experience in building or working on factor-based, quant, or smart-beta investment strategies.

- Familiarity with portfolio optimization, risk modeling (VaR, CVaR), and quantitative screening tools.

- Master's/PhD in Quantitative Finance, Financial Engineering, Applied Mathematics, Statistics, or a related field preferred.

- CFA/FRM or similar certifications are a plus.

What We Offer:

- Competitive annual compensation up to - 50 Lakhs based on experience and value addition. - High-impact role in building the quant research division within a fast-scaling multi-family office.

- Access to proprietary data, institutional-grade infrastructure, and niche investment platforms.

- Fast-track growth and visibility with potential leadership opportunity in quant-based fund development.