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.

Mumbai

Senior Quantitative Analyst - Financial Markets - Wealth Management 

Job Description for Senior Quantitative Analyst - Financial Markets - Wealth Management  in Leading Gaming company in  Mumbai for (8-12) years of experience. Apply Now!