Quantitative Researcher: Machine Learning

Role Summary

The Quantitative Researcher position will be based in Mumbai and be a part of the Portfolio Research team. He / She will collaborate closely with senior researchers to develop rigorous scientific methods and analytics for a sophisticated quantitative investment process covering forecast models, risk management models and portfolio optimization tools.

Responsibilities

• Develop and apply advanced statistical techniques, machine learning models, and predictive analytics to build forecast models using large datasets.
• Develop and refine risk management and portfolio optimization models.
• Identify potential enhancements to quantitative investment process.
• Review research papers and journals, as a part of the research process.
• Manage different aspects of the research process including methodology selection, data collection and analysis, prototyping and back-testing.
• Build systems for implementation of quantitative investment process.
• Contribute towards white papers and thought leadership articles published by the firm.

Qualifications

• PhD (or equivalent research experience) in statistics, machine learning, computer science, economics, physics, or other quantitative disciplines from a top-tier institution.
• Excellent mathematical and statistical skills with proficiency in statistical modeling, predictive modeling, and machine learning.
• Demonstrate ability to conduct independent in-depth research utilizing large datasets.
• Validate prior research experience through research publications.
• Working knowledge of Python will be beneficial.
• Good written and oral communication skills.
• Good coordination skills and ability to work in a team.