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Tier-1 brand and Mumbai location make applicant density moderate despite niche quant specialization.
Requires hedge fund/equities quant experience and domain-specific models, limiting industry transferability.
Explicit 8–10 years, quant domain expertise and R/Python skills make filters stringent.
Manage and mentor a team of 3-4 professionals delivering quantitative analysis on portfolio exposure, risk, and performance for hedge fund portfolios.
Drive automation and scalability of bespoke analytics using programming languages such as R, Python, and VBA.
Lead development and testing of new quantitative products and systematic processes supporting hedge fund platform analytics.
Master's degree in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Computing).
8-10 years of relevant work experience in quantitative analytics within finance.
Strong programming experience in R or Python; familiarity with LaTeX, Markdown, and Shiny preferred.
Deep understanding of equities, equity derivatives, and multi-factor risk models.
Experienced manager with strong technical leadership in quantitative analytics and team development.
Comfortable interfacing with global client-facing teams addressing complex quantitative queries and custom analytics.
Demonstrated ability to drive innovation through automation, scripting, and cross-functional collaboration with technology partners.