Quantile Analytics - Quantitative Researcher

Job Title : Quantitative Researcher

Experience : 3-5 years

Location : Flexible (Indore and Bangalore preferred)

Company : Quantile Analytics Pvt Ltd

Department : Research

Reports To : Client Portfolio Manager / CIO

About Us :

Quantile Analytics Pvt. Ltd., incorporated in April 2015 in Indore, specializes in providing quantitative, analytical, and consulting services to alternative investment managers based in the United States. Our expertise lies in leveraging advanced quantitative methods to enhance investment research, develop analytical models, optimize trade execution strategies, and effectively manage risk.

Quantile Analytics is proud to partner with one of New Yorks leading alternative investment management firms, renowned for developing and managing sophisticated global quantitative equity strategies.

Job Summary :

We are seeking an experienced and highly analytical Quantitative Researcher to join a dynamic quantitative research team. Reporting directly to the Client CIO, the successful candidate will apply statistical and quantitative methods to analyze data, identify predictive signals, and meaningfully contribute to the development of systematic equity trading strategies. Strong Python programming skills and experience in working with medium-to-large financial datasets are essential.

Key Responsibilities :

• Conduct rigorous quantitative analyses on financial data to identify predictive patterns and signals forecasting equity returns.
• Develop, test, and refine predictive models to generate robust trading signals.
• Collaborate closely with the CIO, research team, and trading team to translate quantitative insights into actionable trading strategies.
• Manage the full lifecycle of research projects, from hypothesis formulation through back-testing, validation, and live implementation.
• Continuously monitor model performance, adapting strategies as market conditions evolve.
• Enhance and maintain existing quantitative research infrastructure, tools, and data processing Bachelors degree in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or related fields) is required; a Masters degree or Ph.D. in a quantitative discipline is strongly preferred.
• 3-5 years of direct experience in quantitative research or strategy development at a hedge fund, proprietary trading firm, or quantitative financial institution; prior experience specifically with equity markets and equity-oriented quantitative strategies is highly desirable.
• Demonstrated experience managing, cleaning, and analyzing medium to large datasets, including financial time-series and alternative datasets; familiarity with portfolio optimization techniques and risk modeling frameworks is beneficial.
• Solid foundation in statistical methods with practical experience applying statistical and machine learning techniques to financial data; experience integrating quantitative models into live trading environments is strongly preferred.
• Strong proficiency in Python programming, including libraries such as Pandas, NumPy, scikit-learn, and related data science tools.
• Exposure to distributed computing environments, databases, and cloud-based platforms for quantitative research is beneficial.
• Excellent analytical abilities, critical thinking skills, and meticulous attention to detail.

What We Offer :

(ref : iimjobs.com)