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Job Description
Structured overview of role & requirementsAbout This Role
Develop and conceptualize alpha investment strategies using machine learning, deep learning, NLP, and advanced data science techniques.
Back-test and evaluate quantitative strategies, alternative datasets, and predictive signals to enhance alpha generation.
Collaborate with global portfolio managers, researchers, and data scientists to transition research into scalable investment solutions.
Minimum Requirements
8+ years of relevant experience in quantitative research, data science, machine learning, or quantitative development.
Advanced degree in Computer Science, Statistics, Mathematics, Engineering, Physics, or related quantitative discipline from IITs, NITs, IISc, or other leading institutions.
Strong programming skills in Python, R, MATLAB or similar scientific computing environments.
Experience handling large-scale structured and unstructured datasets and knowledge of database technologies and data engineering concepts.
Ideal Candidate Profile
Experienced quantitative researcher with deep expertise in probability, statistics, machine learning, NLP, and time-series analysis applied to finance.
Ability to work effectively in a global team environment and collaborate with portfolio managers and data scientists.
Familiarity with quantitative investing, factor investing, portfolio construction, and advanced big data technologies (e.g. Spark, Hadoop) is advantageous.