Senior Analyst (Fixed Income+Python)

Evalueserve India; Gurugram District; On-site; INR 1,200,000 - 2,000,000; Full time

Job summary

Evalueserve is seeking a Structuring Quantitative Analyst / Programming Analyst to support design, development, and implementation of systematic investment strategies, QIS indices, and structuring models. The role collaborates with cross‑functional teams across regions and client locations, requiring strong Python programming, data analysis, backtesting, and a solid grasp of portfolio theory.

4+ years in Global Markets or similar is preferred; expect a challenging, high-impact position within

Qualifications

• Experience in QIS / index strategy development.
• Strong programming skills in Python, including data analysis and model development.
• Ability to work with large datasets and perform rigorous quantitative analysis.
• Backtesting and simulation frameworks.
• Automation and analytics tools.
• Strong understanding of portfolio theory.
• Financial markets and risk concepts.

Responsibilities

• Design, implement, and maintain systematic investment strategies, QIS indices, and structured product underlyings.
• Translate investment themes into clear, rule-based quantitative logic suitable for client and product usage.
• Build and maintain structuring models, backtesting frameworks, analytics, and automation tools.
• Perform large-scale data analysis, validation, and performance attribution.
• Support new product launches, enhancements, and ongoing lifecycle management.
• Ensure models and strategies adhere to robust governance, documentation, and risk standards.
• Collaborate with structuring, trading, sales, risk, legal, and technology teams across regions.
• Monitor and troubleshoot data workflows and resolve issues proactively.

Skills

QIS/index strategy development

Python programming

Data analysis

Backtesting frameworks

Large datasets

Portfolio theory

Education

Quantitative degree in Finance/Math/Physics/Engineering

Tools

Python

Job description

Elevate Your Impact Through Innovation and Learning

Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With a presence in more than 45 countries across five continents, we excel in leveraging state‑of‑the‑art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients' business impact and strategic decision‑making. Our team of over 4,500 talented professionals operates in countries such as India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets like Colombia, the Middle East, and the rest of Asia‑Pacific. Recognized by Great Place to Work® in India, Chile, Romania, the US, and the UK in 2022, we offer a dynamic, growth‑oriented, and meritocracy‑based culture that prioritizes continuous learning and skill development, work‑life balance, and equal opportunity for all.

About Risk and Quant Solutions (RQS)

Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world’s largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award‑winning solutions.

We are seeking a Structuring Quantitative Analyst / Programming Analyst to support the design, development, and implementation of systematic investment strategies, QIS indices, and structuring models for a Global Investment Bank. The role involves close collaboration with structuring, trading, sales, research, and technology teams to transform investment ideas into robust, rule‑based, and scalable quantitative strategies. The ideal candidate will join our Romania‑based team, working collaboratively with our colleagues in India and with the client across its global locations.

Key Responsibilities

• Design, implement, and maintain systematic investment strategies, QIS indices, and structured product underlyings.
• Translate investment themes into clear, rule‑based quantitative logic suitable for client and product usage.
• Build and maintain structuring models, backtesting frameworks, analytics, and automation tools.
• Perform large‑scale data analysis, validation, and performance attribution.
• Support new product launches, enhancements, and ongoing lifecycle management.
• Ensure models and strategies adhere to robust governance, documentation, and risk standards.
• Collaborate with structuring, trading, sales, risk, legal, and technology teams across regions.
• Monitor and troubleshoot data workflows and resolve issues proactively.

Core Competencies

Fixed Income / Multi‑Asset Oriented

• Strong knowledge of Fixed Income markets and systematic investment strategies.
• Practical understanding of Futures, Interest Rate Swaps, FX and FX Forwards, and Swaptions (conceptual and practical understanding).
• Familiarity with rates, curve dynamics, carry/roll‑down mechanics, and macro‑driven strategies.

Candidates aligned to these profiles should demonstrate:

• Strong knowledge of Equity Volatility markets and systematic volatility strategies.
• Understanding of option pricing concepts and volatility surfaces, variance, volatility risk premia, and option‑based payoff structures, delta‑hedging principles and volatility carry dynamics.
• Experience with volatility‑targeting, option overlays, or structured equity strategies is highly desirable.

Equity Volatility Oriented Candidates aligned to this profile should demonstrate:

• Strong knowledge of Equity Volatility markets and systematic volatility strategies.
• Understanding of option pricing concepts and volatility surfaces, variance, volatility risk premia, and option‑based payoff structures, delta‑hedging principles and volatility carry dynamics.
• Experience with volatility‑targeting, option overlays, or structured equity strategies is highly desirable.

Required Qualifications

• Experience in QIS / index strategy development.
• Strong programming skills in Python, including data analysis and model development.
• Ability to work with large datasets and perform rigorous quantitative analysis.
• Backtesting and simulation frameworks.
• Automation and analytics tools.
• Strong understanding of portfolio theory.
• Financial markets and risk concepts.

Preferred Qualifications

• 4+ years of experience in Global Markets, Asset Management, Structuring, or systematic strategy roles.
• Quantitative academic background in Finance, Mathematics, Physics, Engineering, or a related field.
• Exposure to structured products, indices, or systematic strategies used in institutional or client‑facing contexts.