Quantitative Developer

Company Description Skylife Research is an India-focused derivaties research firm that publishes in-depth analysis on the Indian stock market, covering macro trends, trading themes, and listed companies linked to them. The firm also builds and maintains the Correlation Graph, a proprietary stock correlation tool that reveals how Indian stocks truly move together, helping traders understand the concentration in their portfolios.
Role Description This is a full-time Quantitative Developer role based in Mumbai, offered in a hybrid format that combines in-office collaboration with some work-from-home flexibility. The Quantitative Developer will design, implement, and maintain quantitative models and tools that power the Correlation Graph and other research products, focusing on robust data handling, analytics, and performance. Day-to-day work includes coding production-quality software, building and optimizing algorithms for trading and risk-related insights, and collaborating with research and product teams to translate market questions into quantitative solutions. The role involves cleaning and structuring financial data, running statistical analyses on Indian equities, and validating the accuracy and stability of models over time. The Quantitative Developer will also contribute to documentation, help improve internal workflows, and support the integration of quantitative outputs into client-facing tools and reports.
Qualifications
Strong foundation in Quantitative Analytics and Quantitative Finance, with experience applying models to real-world market data.
Solid academic or practical background in Mathematics and Statistics, including probability, linear algebra, and time-series analysis.
Understanding of Trading concepts and market microstructure, ideally with exposure to Indian equity markets.
Proficiency in at least one programming language commonly used in quantitative development (such as Python, R, or C++), and familiarity with data processing libraries and version control.
Bachelor’s or Master’s degree in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Engineering, Finance, or related disciplines).
Ability to work with large, noisy datasets; experience with databases and basic data engineering practices is an advantage.
Strong problem-solving skills, attention to detail, and the ability to communicate complex quantitative ideas in clear, accessible language.
Prior experience in a quant, research, or trading environment is beneficial but not mandatory for highly capable early-career candidates.

Work arrangement
Hybrid