Equity Quant Researcher

Moodys Analytics; Bengaluru; On-site; INR 1,800,000 - 2,600,000; Full time

Job summary

Moodys Analytics in India is seeking a Quantitative Researcher to develop and maintain an R-based factor back-testing module, design factor models, and back-test investment strategies. The role emphasizes independent work, rigorous validation, and delivering high-quality results with minimal supervision, with potential future transition from R to Python.

You will analyze data, mentor junior analysts, and contribute to methodological best practices, leveraging strong finance knowledge and

Qualifications

• 3-6 years of experience in quantitative research or related finance roles.
• Experience using R for quantitative finance, statistics, and modeling.
• Familiarity with back-testing frameworks and model validation techniques.

Responsibilities

• Develop and maintain an R-based factor back-testing module.
• Design and implement quantitative factor models and test investment strategies.
• Validate model outputs and provide insights to improve performance.
• Mentor junior analysts and share best practices with the team.

Skills

R programming

Quantitative finance

Factor back-testing

Data analysis

Independent work

Education

Degree in quantitative field

Tools

R

Python

Job description

Job Summary

Position Title: Quantitative Researcher

Experience Level: 3-6 Years

Department: IORS

Location: Pune / Bangalore / Gurgaon

Key responsibilities

The key responsibilities will include developing and maintaining an R-based factor back-testing module, designing and implementing quantitative factor models, and conducting back-tests to evaluate investment strategies and performance. The role will involve applying commercial modeling techniques, analyzing data, validating model outputs, and identifying opportunities for improvement. The individual will be expected to work independently, troubleshoot technical issues, and deliver high-quality results with minimal supervision. They will also support the team's potential future transition from R to Python and help mentor junior analysts by sharing best practices and technical knowledge.

Key competencies

• Strong hands-on experience with R programming, particularly for quantitative finance and statistical modeling.
• Proven experience developing and implementing factor-based investment models.
• Expertise in factor back-testing, including strategy construction, performance analysis, and model validation.
• Strong knowledge of financial markets, investment strategies, and quantitative research methodologies.
• Ability to work independently, troubleshoot issues, and deliver solutions with minimal training or supervision.
• Strong analytical, problem-solving, and data interpretation skills, with high attention to detail.
• Degree in a quantitative field from a top-tier university
• Demonstrated ability to work both independently and with a team
• Strong communications skills both oral and written