Job Description

Job Title:

Quantitative Research Intern - Mutual Funds, Equities & AI

Location:

[Mumbai/Remote]

Duration:

[6 months minimum]

Type:

Internship (Full-time)

About Us

We are a next-generation investment research and technology platform focused on

mutual funds, equities, and AI-powered portfolio intelligence

. Our mission is to combine

data science, quantitative finance, and artificial intelligence

to help investors make smarter, faster, and more informed decisions.

We operate as a

small, high-impact team

that includes

finance, AI, and full-stack engineering experts

, where every member directly shapes our research direction and product capabilities.

Role Overview

As a

Quantitative Research Intern

, you will work closely with our

finance, AI, and engineering teams

to research, design, and implement

data-driven investment models

. You will analyze

mutual fund portfolios, stock market trends, trading strategies and macroeconomic indicators

, while also exploring

AI-driven approaches

to portfolio analytics, forecasting, and risk management.

This is a hands-on role with the potential for

rapid skill development and leadership growth

.

Ideal preference will be given to candidates who aspire to grow into a quantitative finance leader

and are motivated to take ownership of research projects over time.

Key Responsibilities

Analyze

mutual fund portfolio disclosures

, fund performance metrics, and sector allocations. Build

data pipelines

to collect, clean, and structure stock and fund data from multiple sources. Apply

quantitative models

and

AI/ML techniques

for fund ranking, stock screening, and portfolio optimization. Research

risk-adjusted performance metrics

(Sharpe, Alpha, Beta, etc.) and integrate them into analytics dashboards. Backtest strategies using historical NAVs, price data, and macroeconomic indicators. Collaborate with AI engineers to implement

machine learning models

for trend detection, sentiment analysis, and predictive analytics. Work with full-stack developers to

integrate research outputs into APIs, dashboards, and AI-assisted investment tools

. Prepare reports and visualizations for investment insights.

Qualifications

Required:

Currently pursuing a degree in

Finance, Economics, Statistics, Mathematics, Computer Science, or related fields

. Strong programming skills in

Python

(pandas, NumPy, matplotlib, scikit-learn). Knowledge of

mutual funds, equities, and key performance ratios

. Understanding of

statistics, time-series analysis, and financial modeling

. Comfort working with large datasets and APIs.

Preferred:

Experience with

machine learning frameworks

(TensorFlow, PyTorch, scikit-learn). Familiarity with

financial APIs

(e.g., NSE/BSE feeds, Morningstar, Yahoo Finance). Experience with

PostgreSQL or other relational databases

. Exposure to

cloud platforms

(AWS, GCP, Azure) or data pipeline tools.

What You'll Gain

Direct mentorship from experienced

quant analysts, AI researchers, and full-stack engineers

. Opportunity to work closely with a

small, high-performance team

where your contributions are highly visible. End-to-end exposure to

finance + AI integration

-- from raw data to deployed intelligent analytics. Hands-on experience in

mutual fund & equity research

,

quantitative modeling

, and

AI-driven strategies

. A

clear growth path towards a quantitative finance leadership position

for high-performing interns.

Application Process

Send your

resume

, any

relevant projects or GitHub links

, and a short note on

your interest in finance + AI

. Shortlisted candidates will go through a

case study and technical interview

.

Job Type: Internship
Contract length: 6 months

Pay: ?1.00 per month

Benefits:

Work from home
Application Question(s):

Are you able to work full-time and willing to work for a minimum duration of 6 months Describe quant finance outlook and specific trading strategies you have worked with
Work Location: Remote