Senior Quantitative Analyst â Wealth Management
Senior Quantitative Analyst â Wealth Management
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1 Vacancy
Job Description
Job Title: Senior Quantitative Analyst Wealth Management
Location: Mumbai (with travel) or Bangalore (Work from Home)
About Us
Sperton Christos Group is a Human Resources advisory organization with over 30 years of corporate experience. We specialize in HR advisory recruitment solutions and setting up HR functions for startups along with comprehensive payroll management.
We partner with organizations across industries to provide tailored HR and recruitment support helping them identify and retain top talent. Our approach allows clients to focus on their core business while we manage critical people processes.
About the Opportunity
We are hiring for a prominent player in the financial markets and wealth management space with diversified offerings in institutional treasury and tailored investment solutions for HNIs family offices and corporates.
This is a high-impact role for a Senior Quantitative Analyst ideal for someone with deep experience in quantitative research model development and portfolio analytics particularly across PMS AIFs and Mutual Funds.
Key Responsibilities
Develop and back-test alpha-generating strategies across equities derivatives and multi-asset portfolios.
Conduct detailed simulations and performance attribution to validate and enhance investment models.
Build automated dashboards and analytical tools for portfolio monitoring and reporting.
Work closely with investment teams to integrate quant models into fund offerings and investment decisions.
Analyze returns and risk through advanced attribution frameworks.
Required Qualifications
812 years of experience in quantitative strategy roles in wealth management fund houses or capital markets.
Strong skills in Python SQL Excel VBA; experience with machine learning techniques.
Prior experience with data providers like Bloomberg Refinitiv NSE/BSE APIs or Quandl.
Background in developing quant/smart-beta/factor-based strategies.
Familiarity with risk models (VaR CVaR) portfolio optimization and financial analytics.
Masters or PhD in Quantitative Finance Financial Engineering Statistics or related fields.
CFA/FRM certifications are a plus.
Whats on Offer
Compensation up to 50 Lakhs depending on experience.
Opportunity to build and lead the quant research function in a fast-growing multi-family office setup.
Direct exposure to senior leadership and investment committees.
Access to proprietary datasets robust infrastructure and niche investment platforms.
Clear career growth path with leadership opportunities in quant fund management.
Employment Type
Full Time
