Quantitative Research & Performance Analytics Engineer

Mumbai - India

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

If you are a quant-minded finance professional who thrives on building robust models clean data pipelines and institutional-grade performance reporting this role is for you. As Quantitative Research & Performance Analytics Engineer you will own Allocator Ones private markets performance modellingdesigning the engines behind DPI IRR PME and carry/waterfall analytics. You will partner closely with our Vienna and London teams to automate fund performance reporting and elevate decision quality.

Note: This is a fully remote position based in India; you will work directly with our global teams.

About Allocator One:

Allocator One operates a unique fund model designed to invest in the most promising first-time fund managers worldwide while optimizing fees. We serve as the anchor investor of choice for exceptional emerging managers providing unrivalled access expertise and operational support. Within twelve months of launch we received 1000 applications reflecting our commitment to nurturing new talent. Beyond investing we act as a co-builder integrating managers into our Allocator One programoften described as the Y Combinator for capital allocatorswith essential support in regulation administration and structuring. Our regulated entities in the US UK Austria Germany India and (soon) Singapore (Allocator One Management GmbH) enable institutional-grade governance and reporting.

Our founding partners:

Felix Staeritz Founder of FoundersLane (corporate venture builder) active VC/PE investor; board/advisory roles including the World Economic Forum (WEF) and Fraunhofer.
Michael Strck Entrepreneur with multiple exits Y Combinator alumnus investor instrumental in establishing three VC funds; part of a third-generation family business.

Tasks

1. Performance modelling & reporting

Own the cash-flow based performance stack: DPI TVPI IRR PME (KS/LN/Direct Alpha) MoM with and without subscription facilities.
Build reproducible Python/SQL pipelines that produce ILPA-compliant performance templates and GIPS composites.
Implement quarterly fund valuations aligned with IPEV; design carried-interest and fee waterfall models.

2. Scenario analysis & benchmarking

Run forward-looking simulations for pacing exit timing and financing line impacts on performance.
Develop peer benchmarking and attribution tools to compare portfolio returns vs public and private indices.

3. Data pipelines & automation

Maintain canonical cash-flow ledgers (contributions distributions fees NAVs).
Partner with engineering to automate ingestion reconciliation and reporting pipelines; reduce time-to-insight.
Build transparent audit trails that stand up to institutional LPs and regulators.

4. Collaboration within Allocator One

Work directly with fund finance investor relations and the founding team to align modelling with investor needs.
Translate technical results into actionable insights for boards founders and LPs.

Requirements

Degree in finance mathematics statistics computer science or related field.
36 years experience in quantitative research fund analytics or valuation in private markets.
Strong technical toolkit: Python (pandas/numpy) SQL advanced Excel; reproducible coding practices.
Mastery of IRR quirks (non-periodic flows negative IRRs) and PME variants.
Familiarity with ILPA templates GIPS standards and IPEV valuation guidelines.
Excellent written communication; ability to explain quant insights clearly.

Benefits

Culture and how we work:

Co-builder mindset: We operate as a partner to emerging managers and to each otherhands-on pragmatic outcome-driven (Y Combinator for capital allocators).
High standards low ego: Direct feedback clear ownership and high agency.
Automate by default: We build internal tooling and automate processes with our proprietary Allocator One software.
Learning loop: Structured onboarding regular feedback and access to experienced colleagues.
Remote-first: Fully remote from India with deep integration into our Vienna and London teams.

Benefits:

Competitive base salary with performance bonus
Low-ego culture with high ownership and autonomy
Flexible trust-based working hours; remote by default
Structured onboarding dedicated points of contact and tailored learning opportunities
Top-tier IT equipment provided

Compensation:

We benchmark competitively against VC/PE and quant hedge fund talent in India. For mid-level candidates (36 years experience) typical base salary ranges are:

Bangalore / Delhi NCR: 20L 40L
Mumbai: 25L 45L

Exceptional candidates with strong quant/hedge fund backgrounds may command higher base packages reflecting the upper quartile of the addition to base we offer a performance-linked bonus.

Application process

Initial conversation (video): experience/fit and role expectations
Technical interview with take-home modelling case (cashflow PME ILPA template)
Interview with founding partners
Final decision