Sapiens Alpha - Quant Researcher & Developer

Quant Researcher & Developer - BSFI

Job Description :

We are seeking an exceptionally talented Quantitative Developer to join our core research and development team. You will be instrumental in the entire lifecycle of our investment models-from initial idea generation and data analysis to the implementation and optimization of production-level systems. This is not a trading role; it is a deep, research-oriented position focused on creating and refining long-term, systematic investment strategies using cutting-edge statistical, machine learning and reinforcement learning techniques.

Key Responsibilities :

• Research, design, and implement quantitative models for systematic portfolio construction and asset allocation.
• Machine Learning and statistics applications : Apply statistical optimization techniques, advanced ML, Deep learning, and reinforcement learning to financial dataset to optimize portfolios for alpha generation.
• Data Engineering : Build and maintain robust data pipelines for sourcing, cleaning, and processing structured and unstructured financial data.
• Systematic Implementation : Translate research models into clean, efficient, and robust production-grade code primarily in Python.
• Rigorous back-testing : Develop and manage a rigorous back testing framework to validate model performance, ensuring statistical significance and robustness of alpha generation and portfolio parameters against various market conditions.
• Portfolio Risk Analysis : Continuously monitor and analyze model performance and portfolio risk, contributing to the ongoing refinement of our investment framework.

Preferred Qualifications :

What We Offer

(ref : iimjobs.com)