Quantitative Analyst

Crisil; Mumbai, Pune District; On-site; INR 1,500,000 - 2,800,000; Full time

Job summary

Crisil is seeking a Quant-Investment Strategy analyst in Mumbai to design and back-test systematic investment frameworks and factor allocation tools. You will integrate ESG and other alternative data into scalable screening platforms and support bankers with quantitative diagnostics.

The role requires 2–5 years of experience, a Master’s in a quantitative field, and strong skills in Python, R, or C++. You will collaborate with portfolio teams on risk budgeting and asset studies.

Qualifications

• Master’s degree in a quantitative discipline.
• Proficient in Python, R, or C++ for data manipulation and modeling.
• Experience with large relational databases and cloud pipelines.
• Strong knowledge of asset pricing and portfolio optimization theory.

Responsibilities

• Design, back-test, and maintain systematic investment frameworks and factor-allocation models.
• Incorporate multi-vendor financial feeds and alternative data into screening and asset-selection tools.
• Support private bankers and portfolio managers with quantitative diagnostics and risk budgeting.

Skills

Quantitative modeling

Communication to stakeholders

Education

Master's degree in quantitative discipline

Tools

Python

R

C++

Job description

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

1. Quantitative Modeling: Design, back-test, and maintain systematic investment frameworks, factor-allocation models, and portfolio scenario attribution tools
2. Data Integration: Incorporate multi-vendor financial feeds and alternative data (including sustainability/ESG metrics) into scalable screening and asset-selection tools
3. Advisory & Portfolio Enablement: Support private bankers and portfolio managers with quantitative diagnostics, risk budgeting, and cross-sectional asset studies

Experience and Skills:

1. 2-5 years of quantitative research experience; Master’s degree in a quantitative discipline
2. Technical Stack: Advanced proficiency in Python, R, or C++ for data manipulation and modeling
3. experience working with large relational databases and cloud pipelines
4. Domain Knowledge: Strong grasp of asset pricing, portfolio optimization theory (mean-variance, risk parity), factor investing, and risk-adjusted performance attribution
5. Soft Skills: Ability to explain complex mathematical strategies simply to non-quant stakeholders, relationship managers, and private clients