Job Description

Job Title: Machine Learning Developer - Quantitative Research Focus

Experience Required:

5+ years (flexible for highly relevant profiles)

Location:

[Kurla]

About the Role:

We are seeking a highly skilled

Machine Learning Developer

with strong expertise in

Mathematics, Statistics, and Quantitative/Qualitative Research

. The ideal candidate will have prior experience in the

financial sector

--particularly with hedge funds, proprietary trading firms, quant desks, or asset management companies. This role demands a deep understanding of the mathematical foundations behind ML algorithms and the ability to apply them to real-world financial data and strategies.

Key Responsibilities:

Collaborate closely with the Research Head and Subject Matter Experts (SMEs) to: Deploy and test financial strategies. Identify promising research areas and evaluate relevant academic papers. Experiment with new models and techniques. Drive ML model development end-to-end: from conceptualization, data collection, and feature engineering to model training, evaluation, and deployment. Conduct in-depth quantitative and qualitative research in financial domains. Design and execute back-testing frameworks for trading strategies. Maintain thorough documentation of models, experiments, and research insights. Coordinate with the broader ML team for implementation and refinement of models. Publish whitepapers or research reports based on findings, where applicable.

Required Skills & Qualifications:

Minimum 5 years of hands-on experience in Machine Learning with a strong research orientation. Deep knowledge of mathematical and statistical concepts relevant to ML. Proven experience in quantitative or qualitative financial research. Proficiency in Python, R, or other ML-relevant programming languages. Strong understanding of ML algorithms (supervised, unsupervised, reinforcement learning, etc.) and their mathematical underpinnings. Familiarity with financial datasets, modeling tools, and industry-standard back-testing environments.

Preferred Qualifications:

Experience working in hedge funds, prop trading firms, quant desks, or asset management companies. M.Tech or Ph.D. in Computer Science, Mathematics, Statistics, Quantitative Finance, or a related discipline (preferred, not mandatory). Demonstrated mastery in the field through publications, open-source contributions, or impactful projects. Exposure to financial time series, risk modeling, alpha generation strategies, or portfolio optimization is a plus.
Job Types: Full-time, Permanent

Pay: ?1,800,000.00 - ?2,400,000.00 per year

Benefits:

Paid sick time Provident Fund
Schedule:

Day shift Fixed shift
Application Question(s):

What is your current CTC? What is your expected CTC? What is your Notice Period?
Experience:

Machine learning: 5 years (Preferred)
Work Location: In person