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Tier-1 brand, Bangalore location, and broad ML/quant skillset increase applicant competition despite seniority and niche focus.
Role requires finance-specific quant research and ML expertise, limiting cross-industry transferability.
Explicit 8+ years requirement plus mandatory quantitative, ML, and programming skills.
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Develop and back-test quantitative alpha investment strategies using machine learning, deep learning, NLP, and data science techniques.
Analyze and engineer large structured and unstructured datasets to conduct bias-aware research simulations for strategy validation.
Collaborate with portfolio managers, researchers, and data scientists to transition research into scalable investment solutions and explore emerging AI and analytics techniques.
Advanced degree in Computer Science, Statistics, Mathematics, Engineering, Physics, or related quantitative discipline from premier institutes like IITs, NITs, or IISc.
8+ years of relevant industry experience in quantitative research, data science, machine learning, or quantitative development roles.
Strong programming skills in Python, R, MATLAB, or similar scientific computing environments and experience with large-scale structured/unstructured datasets.
Work Experience Required: 8+ years in quantitative research or related roles.
Experienced quantitative researcher with deep expertise in probability, statistics, ML, NLP, and time-series analysis applied to financial markets.
Skilled in working with big data and deploying advanced machine learning and AI techniques for investment strategy development.
Collaborative operator who effectively partners in global teams translating research insights into production-scale quantitative investment solutions.