About the Company

We are seeking a highly analytical Quantitative Financial Analyst & Portfolio Strategist with deep expertise in quantitative finance, financial engineering, derivatives, portfolio optimization, and risk management. The ideal candidate will combine advanced mathematical modeling with practical trading and investment experience to support institutional-grade portfolio construction, risk analytics, and systematic investment strategies.

About the Role

This role requires someone capable of developing sophisticated quantitative models, evaluating complex financial instruments, optimizing portfolios across multiple asset classes, and contributing to investment decision-making using data-driven methodologies.

Responsibilities

- Design and implement quantitative models for portfolio optimization and asset allocation.
- Develop multi-factor investment models and alpha generation strategies.
- Perform portfolio risk analysis using statistical and mathematical techniques.
- Build pricing and valuation models for derivatives, structured products, and fixed-income instruments.
- Analyze futures, options, swaps, and other derivative contracts.
- Develop Value-at-Risk (VaR), Expected Shortfall (ES), stress testing, and scenario analysis frameworks.
- Design and enhance insurance capital models, including marginal capital allocation and risk-adjusted performance measures.
- Evaluate portfolio performance using Sharpe Ratio, Information Ratio, Sortino Ratio, Beta, Alpha, Tracking Error, and attribution analysis.
- Support active intraday trading by developing risk limits, position sizing models, and execution analytics.
- Build predictive models using machine learning and advanced statistical methods where applicable.




- Conduct market research across equities, fixed income, commodities, FX, and alternative investments.
- Collaborate with investment, risk, and technology teams to automate quantitative workflows.

Required Skills

Strong understanding of:

- Portfolio Theory (Modern Portfolio Theory, Black-Litterman, Risk Parity)
- Capital Asset Pricing Model (CAPM)
- Multi-Factor Models
- Stochastic Calculus
- Time Series Analysis
- Monte Carlo Simulation
- Financial Econometrics
- Optimization Techniques
- Expertise in derivatives pricing methodologies and contract specifications.
- Experience with insurance capital frameworks and enterprise risk management is highly desirable.
- Robust programming skills in Python (mandatory); experience with R, MATLAB, or C++ is an advantage.
- Experience with Bloomberg, Refinitiv, FactSet, or similar financial data platforms is preferred.
- Proficiency in SQL and handling large financial datasets.

Preferred Skills:

- Portfolio Optimization
- Quantitative Research
- Financial Modeling
- Algorithmic Trading
- Multi-Asset Portfolio Management
- Risk Analytics
- Derivatives Pricing
- Options & Futures Analytics
- Fixed Income Modeling
- Actuarial Modeling
- Capital Allocation
- Machine Learning for Finance
- Statistical Modeling
- Time Series Forecasting
- Portfolio Attribution
- Performance Measurement
- Scenario Analysis
- Stress Testing
- Data Visualization
- Financial Engineering

Preferred Certifications:

- CFA Charterholder
- FRM (Financial Risk Manager)
- CQF (Certificate in Quantitative Finance)
- FIA/FSA or equivalent Actuarial Qualification (preferred)
- PRM Certification (preferred)

Location : Anywhere in India.

Interested Candidates Please share the updated resume.

📌 Quantitative Financial Analyst & Portfolio Strategist (India)
🏢 Recognized
📍 India