This is a Quant-Investment Strategy analyst role with key responsibilities -

- Quantitative Modeling: Design, back-test, and maintain systematic investment frameworks, factor-allocation models, and portfolio scenario attribution tools

- Data Integration: Incorporate multi-vendor financial feeds and alternative data (including sustainability/ESG metrics) into scalable screening and asset-selection tools

- Advisory & Portfolio Enablement: Support private bankers and portfolio managers with quantitative diagnostics, risk budgeting, and cross-sectional asset studies

Experience and Skills:

- 2-5 years of quantitative research experience; Master’s degree in a quantitative discipline

- Technical Stack: Advanced proficiency in Python, R, or C++ for data manipulation and modeling
- experience working with large relational databases and cloud pipelines

- Domain Knowledge: Robust grasp of asset pricing, portfolio optimization theory (mean-variance, risk parity), factor investing, and risk-adjusted performance attribution

- Soft Skills: Ability to explain complex mathematical strategies simply to non-quant stakeholders, relationship managers, and private clients

📌 Quantitative Analyst (Mumbai)
🏢 Crisil
📍 Mumbai