Quant Analyst Macquarie

Job Description

Acuity Analytics (the trading name of Acuity Knowledge Partners) is a global, tech-first organisation helping financial institutions and corporates make better decisions through research, data, analytics and AI-enabled solutions. We combine deep financial services expertise with strong engineering, digital and AI capabilities to solve complex, real-world problems.

With a team of 7,200+ analysts, data specialists and technologists across 28 locations, we work with more than 800 organisations worldwide to drive efficiency, unlock insight and deliver measurable impact. Our success is built on the strength of our people—by investing in talent, encouraging collaboration and creating room to grow, we enable our teams to do their best work for clients.

Acuity became an independent business in 2019 following its acquisition from Moody’s Corporation by Equistone Partners Europe. In 2023, funds advised by global private equity firm Permira acquired a majority stake, with Equistone remaining a minority investor—supporting our continued growth and innovation.

For more information, visit www.acuityanalytics.com

Basic information

Position Title

Quantitative Analyst

Experience Level

3 + Years

Department

IORS

Location

Bangalore/ Pune /Gurgaon

Organizational relationships

Position reports to

Associate Director, IORS

Job Purpose

The role is focused on supporting quantitative research, valuation analysis, and system reconciliation activities by identifying, replicating, and resolving calculation discrepancies across financial platforms. The candidate will leverage strong analytical, technical, and problem-solving capabilities to investigate valuation and MTM mismatches, perform testing activities, and support issue resolution through automation and structured analysis. This position requires a detail-oriented individual with strong Excel, VBA, and Python expertise who can think independently and work collaboratively with development and business teams.

Key responsibilities

• Replicate and analyze financial deals and calculations to identify discrepancies and valuation issues.
• Perform calculation replication and reconciliation between multiple systems and platforms.
• Reverse engineer existing calculations and workflows to identify root causes of mismatches or defects.
• Investigate and resolve MTM (Mark-to-Market) mismatches through detailed quantitative and data analysis.
• Raise, track, and support resolution of production or calculation-related defects in collaboration with development teams.
• Participate in UAT and regression testing activities to validate system changes and enhancements.
• Develop and maintain Excel models, VBA automation tools, and Python-based analytical solutions to improve efficiency and accuracy.
• Analyze large datasets and perform data validation to ensure consistency and reliability across systems.
• Document findings, reconciliation methodologies, testing results, and process improvements clearly and accurately.
• Work closely with stakeholders, developers, and quantitative teams to support issue resolution and process optimization.
  
  

Key competencies

• Experienced in Options & Derivatives pricing, financial product lifecycle related calculations,
• Strong proficiency in Microsoft Excel, including advanced formulas, data analysis, and financial modelling.
• Strong programming skills in VBA and Python with the ability to automate processes and build analytical tools.
• Knowledge of Java is advantageous but not mandatory.
• Strong quantitative and analytical problem-solving abilities with attention to detail.
• Ability to think creatively and approach complex problems with out-of-the-box solutions.
• Strong understanding of system workflows, calculation logic, and data analysis techniques.
• Ability to work rigorously from specifications while independently driving investigations and solutions.
• Strong communication and stakeholder management skills with the ability to explain technical findings clearly.
• Collaborative mindset with the ability to work effectively across technology, quantitative, and business teams.
• Experience in financial markets, valuation systems, risk systems, or quantitative research environments is preferred.
  
  

Acuity Analytics has earned several prestigious industry recognitions, including Great Place to Work® certifications in India and Costa Rica, AVTAR Best Companies for Women in India, the AVTAR Most Inclusive Companies Index, and Silver accreditation in the Workplace Equality Index. These accolades reflect our commitment to building an inclusive, supportive and high-performance workplace for our people. Learn more here.

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