Quantitative Fund Modeler.
This mandate is run by SYMPHONI HR, a Mumbai-based executive search firm, est. 2003. Applications are email-verified and reach the search team running the role — confidentially, always.
About the organisation.
Our client is a leading global financial services firm with a significant presence in the private markets sector. They are known for their sophisticated investment strategies and commitment to leveraging data-driven insights to manage complex portfolios. The firm fosters a collaborative, high-performance culture that values technical excellence and innovation.
About the role.
We are seeking a highly analytical Quantitative Fund Modeler to join a global Portfolio Management team based in Mumbai. This role focuses on developing sophisticated frameworks for fund forecasting, portfolio construction, and investment decision-making within private markets. You will be responsible for building robust models that translate complex quantitative data into actionable investment insights.
What you will do.
- Design, build, and maintain end-to-end quantitative models for fund-level and portfolio-level analysis.
- Develop frameworks for cash-flow projections, NAV evolution, scenario analysis, and investment outcome forecasting.
- Apply advanced techniques including Monte Carlo simulations, stochastic modeling, and probabilistic methodologies.
- Translate complex quantitative outputs into actionable investment insights for global stakeholders.
- Document model methodologies, assumptions, and limitations while ensuring robust validation and continuous enhancement.
- Collaborate with investment teams to automate and scale portfolio-modeling capabilities.
What you bring.
- Proven experience in quantitative research, financial modeling, or data science within the financial services sector.
- Strong proficiency in Python and experience working with large, complex financial datasets.
- Deep expertise in building models from scratch using simulation-based and probabilistic techniques.
- Solid foundation in statistics, mathematics, and numerical analysis.
- Strong communication skills with the ability to explain technical methodologies to non-quantitative stakeholders.
- Demonstrated ability to take full ownership of the model development lifecycle.
- Prior exposure to private markets, including private equity, private credit, or infrastructure is highly preferred.
- Familiarity with Takahashi–Alexander-style fund modeling or similar cash-flow forecasting methodologies.
- Strong academic background in a quantitative discipline such as Mathematics, Statistics, Financial Engineering, or Data Science.
Other open roles.
Delivery Manager - Data & AI — Pune · On-site
Java Backend Tech Lead — Bengaluru · Hybrid
BI Developer — Pune · Hybrid