Data Research Specialist - Equity Strategy

Job Summary

Position Title: Data Research Specialist - Equity Strategy

Experience Level: 5 - 8 Years

Department: Investment Operations Risk Services (IORS)

Location: Bangalore

Acuity Analytics is seeking a Data Research Specialist to join our team on a long-term embedded engagement with a leading global investment bank's equity strategy research group. The role sits at the intersection of quantitative research, data infrastructure, and client relationship management, supporting factor-based research production for institutional clients.

Responsibilities

• Lead point-in-time (PIT) data infrastructure design and maintenance for fundamentals and estimates datasets, ensuring backtest-safe, lookahead-free data for factor research
• Conduct quantitative factor research - factor construction, validation, and performance analysis - supporting the firm's published equity strategy research
• Support the quant/strategy team on equity stock selection models, including backtesting and evaluation of fundamental factor inputs
• Construct and maintain factor scores (value, growth, momentum) to identify most-favored and least-favored stocks within the coverage universe
• Own data quality control processes: build and maintain QC scripts/checks for large-scale securities data (fundamentals, estimates, pricing)
• Evaluate and select third-party data vendors (e.g., FactSet) for research use cases, assessing coverage, methodology, and fit
• Support production of client-facing research reports and notes, working closely with strategists
• Serve as a direct point of contact for institutional client data/research queries, both from internal teams publishing client-facing content and from external clients directly
• Lead and mentor a small team (1-2 members), overseeing delivery quality and workload prioritization
• Act as a bridge between the firm's strategy research team and engineering/technology teams, translating research requirements into data/infrastructure specifications
• Support the monthly production cycle, ensuring accuracy and timeliness of recurring deliverables. Serve as a point of contact for client interactions related to production and research queries

Key competencies

• 5 to 7 years of experience in quantitative equity research, data analytics, or a related field within financial services
• Strong SQL skills; working proficiency in Python (pandas)
• Deep understanding of point-in-time data methodology, survivorship bias, and lookahead bias avoidance
• Familiarity with factor investing concepts (value, momentum, quality, etc.) and factor construction methodology
• Experience with large-scale securities/fundamentals datasets and cloud data warehouses, particularly Snowflake
• Strong SQL skills, with working proficiency in Python (pandas, polars); experience in transitioning workflows for data analysis and validation preferred
• MBA (Finance), CFA charter or progress toward CFA strongly preferred
• Excellent client communication skills - ability to explain data/methodology to both technical and non-technical stakeholders

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.