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
