Quantitative Finance & Data Scientist

About the job

Location: On-site (Ahmedabad) Experience: 2–3 years Reporting to: Product Head CTC: 8–9 LPA About the Role We are developing an AI-powered investment intelligence platform that integrates advanced data science, probabilistic market models, and human expertise. As a Quantitative Finance & Data Scientist, you will spearhead the design and implementation of: • Mutual Fund Ranking Engine • Market Regime & Probability Models • Multi-Asset Momentum Scoring Systems Key Responsibilities • Architect end-to-end AI/ML pipelines for financial time-series data. • Develop explainable models for: • Mutual fund rankings • Momentum detection & regime classification • Collaborate with investment professionals to combine AI-driven signals with human judgment. • Ensure compliance by building models that are regulator-safe, investor-friendly, and robust in real-world scenarios. Must-Have Skills • Strong proficiency in Python, SQL, Power BI, and ML frameworks. • Expertise in time-series analysis and feature engineering. • Prior experience in FinTech, Quantitative Research, Asset Management, or Hedge Funds. • Solid understanding of probabilistic markets (beyond simple prediction models). Good to Have • Exposure to Morningstar / MSCI / BlackRock-style analytics. • Experience with portfolio risk modeling. • Knowledge of Indian and global capital markets.

Requirements

• Python
• SQL
• Power BI
• ML frameworks
• Time-series analysis
• Feature engineering

Preferred Technologies

• Python
• SQL
• Power BI
• ML frameworks
• Time-series analysis
• Feature engineering