Quantitative Researcher

Position Name - Portfolio Manager/Quant Researcher

Location - Bengaluru/Dubai

Experience Range - 3+years

Mandatory Requirement:

Manage leveraged futures portfolio (NQ, GC) on IBKR

Execute monthly rebalances, quarterly rolls, margin monitoring

Maintain and improve backtesting framework (Python)

Job Roles and Responsibilities:

Research & Strategy Development (60-80 hrs/month):

Evaluate new asset classes for portfolio inclusion (BTC futures, crude, bonds)

Research optimal leverage levels, rebalancing frequencies, allocation splits

Build and maintain risk dashboards and automated alerting

Analyze options overlay strategies (covered calls on futures, tail hedges)

Monitor macro regime signals (vol regimes, yield curve, cross-asset correlations)

Produce weekly portfolio reports with attribution analysis

Broader Investment Support (40-60 hrs/month):

Support due diligence on fund investments (AlphaGrep, First Water, etc.)

Build financial models for deal evaluation (Criteo, etc.)

Screen and analyze equity positions (TPAK portfolio, stock research)

Monitor and optimize the options strategies (vol grab, put scanning)

Automate data pipelines (earnings, portfolio tracking, price alerts

Qualification and Experience:

3-7 years in quantitative finance, prop trading, or systematic PM

IBKR futures experience (CME products)

Strong Python (pandas, numpy, backtesting frameworks)

CFA or MSc Quant Finance preferred

Self-directed minimal supervision