Lead Quantitative Strats

Our client is a leading global investment firm looking to hire an experienced Quantitative Strategist to lead its Mumbai-based Quantitative Analytics team supporting global Credit and Fixed Income businesses.

This is an excellent opportunity to join a globally respected investment platform and work on complex front-office quantitative challenges within a highly collaborative and intellectually rigorous setting.

This is a senior front-office aligned opportunity offering direct exposure to Portfolio Managers, Risk teams, and investment leadership across global markets. The role will focus on developing advanced quantitative solutions, portfolio analytics, pricing frameworks, and risk management tools supporting complex Credit and Structured Finance strategies.

The candidate will play a key leadership role in building and enhancing the firm's quantitative infrastructure across portfolio construction, valuation, and risk management capabilities.

Key responsibilities

- Leading the Quantitative Analytics team and driving the development of scalable quantitative solutions supporting portfolio and risk management functions across global Credit strategies.
- Designing and developing advanced analytical libraries, pricing engines, and portfolio management tools using C++ and Python.
- Building high-performance computing solutions and optimizing quantitative models through efficient numerical methods and modern computing techniques.
- Developing quantitative frameworks across structured credit, securitized products, fixed income, and related financing strategies.
- Partnering closely with Portfolio Managers, Traders, Risk Managers,



and Technology teams to support investment decision-making and portfolio optimization initiatives.
- Maintaining and enhancing core quantitative libraries while ensuring efficient integration with enterprise risk and analytics platforms.
- Driving innovation across quantitative research, analytics architecture, and risk management capabilities within the global investment platform.
Role requirements
- 15+ years of experience within Quantitative Analytics, Quantitative Strats, Front Office Quant, or Financial Engineering functions within global financial institutions, hedge funds, asset managers, or alternative investment platforms.
- Strong expertise across Credit Markets including structured credit, securitized products, fixed income analytics, and related quantitative frameworks.
- Deep understanding of derivatives pricing, portfolio analytics, risk management methodologies, and quantitative modeling techniques.
- Advanced academic background in Mathematics, Quantitative Finance, Computer Science, Engineering, Statistics, or related quantitative disciplines.
- Strong programming expertise in C++ along with Python and experience developing production-grade quantitative libraries and analytics platforms.
- Strong analytical, problem-solving, stakeholder management, and communication skills with the ability to operate in fast-paced global environments.

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

📌 Lead Quantitative Strats Professional (Mumbai)
🏢 The Edge Partnership
📍 Mumbai