Equity Quantitative Researcher

Versor Investments (“Versor”) is a pioneer in applying AI and alternative data to global equity markets. As a quantitative equities boutique, we focus on systematically delivering uncorrelated alpha across single stocks, equity index futures, and corporate events. Founded in 2014 and headquartered in New York, Versor manages assets on behalf of a global client base. Our edge is defined by four core pillars that underpin how we operate and how we continue to stay at the frontier of quantitative investing. These include the use of alternative data across both developed and emerging markets, a disciplined integration of artificial intelligence with human judgment and domain expertise, deep experience in systematic investing, and an embedded approach to risk management that informs research, portfolio construction, and implementation.

Role Summary

The Equity Quantitative Researcher position is based in Mumbai and is part of the Portfolio Analytics team. The role focuses on developing data-driven models and analytics that support systematic stock selection and portfolio decision-making. This includes data processing, analyzing large datasets, researching predictive factors, and building back-tested strategies that can be effectively deployed in trading. The ideal candidate possesses strong quantitative and programming skills, along with a deep curiosity about financial markets and a drive to continuously enhance investment performance.

Responsibilities

• Research portfolio construction and optimization in the context of large complex equity portfolios.
• Apply cutting edge computational techniques and statistical methods to solve complex problems.
• Stay up to date on the latest academic and industry research and challenge yourself to continually improve and challenge the way things are done.
• Design and develop highly automated cloud-based technology stack for investment and electronic trading algorithms.
• Build next generation systems to run hundreds of simulations for model estimation and back-testing of mathematical algorithms.
• Run simulations on portfolio enhancements and integrate enhancements in the live investment process.
• Provide continuous suggestions for process improvement and performance optimization.

Qualifications

• B.E., B.Tech., M.Tech., or M.Sc. in Computer Science, Computer Engineering, Statistics, or similar discipline
• Strong knowledge and interest in statistical modeling techniques and data science
• Must have exceptional coding and software design ability with technical proficiency in either Python, C++, Java or C#
• Pursuing, CFA, FRM or CQF are beneficial.
• Must be passionate about developing well-designed scalable software.
• Good oral and written communication skills
• Demonstrated ability to work independently with complete ownership of projects.
• One to three years of relevant work experience