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: Solid 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

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.

📌 Quantitative Analyst (Pune)
🏢 Crisil
📍 Pune