Senior Quantitative Researcher

About the role

State Street Investment Management's SE Active (Systematic Equities Active) team develops and manages quantitatively driven active equity strategies across developed and emerging markets. As a Senior Quantitative Researcher, you will conceptualize alpha strategies, back-test and evaluate predictive signals, engineer large structured and unstructured datasets, and partner with global portfolio managers and data scientists to transition research ideas into scalable investment solutions. The role is based in Bangalore, India.

What you’ll do

• Conceptualize and develop alpha strategies using optimization, machine learning, deep learning, NLP, data science techniques, and economic insights.
• Back-test and evaluate investment strategies, data vendors, alternative datasets, and predictive signals to drive innovation and enhance alpha generation.
• Manipulate, engineer, and analyze large structured and unstructured datasets to conduct robust and bias-aware research simulations.
• Partner with portfolio managers, researchers, and data scientists globally to transition research ideas into scalable investment solutions.
• Explore and apply emerging AI, machine learning, and advanced analytics techniques to investment research challenges.

What you’ll bring

• Advanced degree in Computer Science, Statistics, Mathematics, Engineering, Physics, or a related quantitative discipline from IITs, NITs, IISc, or other leading institutions.
• 8 plus years of relevant experience.
• Strong knowledge of probability, statistics, machine learning, pattern recognition, NLP, and time-series analysis.
• Excellent programming skills in Python, R, MATLAB, or similar scientific computing environments.
• Experience working with large-scale structured and unstructured datasets.
• Knowledge of database technologies and data engineering concepts.
• Strong interest in financial markets and quantitative investing.
• 2-6 years of industry experience in quantitative research, data science, machine learning, or quantitative development roles.

Nice to have

• Familiarity with quantitative investing, factor investing, portfolio construction, or investment theory.
• Experience with distributed computing and large-scale data processing technologies such as Spark, Databricks, Hadoop, Hive, or SparkSQL.
• Working knowledge of Linux environments.
• Experience with deep learning frameworks such as TensorFlow or PyTorch.
• Experience with cloud computing platforms and modern data engineering workflows.
• Experience with data visualization and analytical tools such as Tableau or Power BI.

Skills

Education

Advanced degree in Computer Science, Statistics, Mathematics, Engineering, Physics, or a related quantitative discipline from IITs, NITs, IISc, or other leading institutions.