Allocator One

Quantitative Research and Performance Analytics Engineer

Allocator One

full-time

Posted on:

Origin:  • 🇮🇳 India

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Salary

💰 ₹2,000,000 - ₹4,500,000 per year

Job Level

Mid-LevelSenior

Tech Stack

NumpyPandasPythonSQL

About the role

  • Own the cash-flow based performance stack: DPI, TVPI, IRR, PME (KS/LN/Direct Alpha), MoM, with and without subscription facilities.
  • Build reproducible Python/SQL pipelines that produce ILPA-compliant performance templates and GIPS composites.
  • Implement quarterly fund valuations aligned with IPEV; design carried-interest and fee waterfall models.
  • Run forward-looking simulations for pacing, exit timing, and financing line impacts on performance.
  • Develop peer benchmarking and attribution tools to compare portfolio returns vs public and private indices.
  • Maintain canonical cash-flow ledgers (contributions, distributions, fees, NAVs).
  • Partner with engineering to automate ingestion, reconciliation, and reporting pipelines; reduce time-to-insight.
  • Build transparent audit trails that stand up to institutional LPs and regulators.
  • Work directly with fund finance, investor relations, and the founding team to align modelling with investor needs.
  • Translate technical results into actionable insights for boards, founders, and LPs.

Requirements

  • Degree in finance, mathematics, statistics, computer science, or related field.
  • 3–6 years’ experience in quantitative research, fund analytics, or valuation in private markets.
  • Strong technical toolkit: Python (pandas/numpy), SQL, advanced Excel; reproducible coding practices.
  • Mastery of IRR quirks (non-periodic flows, negative IRRs) and PME variants.
  • Familiarity with ILPA templates, GIPS standards, and IPEV valuation guidelines.
  • Excellent written communication; ability to explain quant insights clearly.