quantitative research analyst

Foresight Research Pvt. Ltd.

About the Role: We are looking for a Data Analyst with strong quantitative and analytical skills to join our team. The ideal candidate will have hands-on experience with SPSS, Python, and data analysis, and a solid understanding of statistics and research design.Key Responsibilities:<ul><li>Analyze large and complex datasets to generate meaningful insights</li><li>Develop and automate analytical reports using SPSS / Python / Excel</li><li>Support market research projects through data cleaning, validation, and statistical analysis</li><li>Work closely with research and client servicing teams to interpret findings</li><li>Contribute to the development of dashboards and advanced analytics tools</li></ul>Requirements:<ul><li>Bachelor&rsquo;s or Master&rsquo;s degree in Statistics, Economics, Mathematics, or IT</li><li>3&ndash;4 years of experience in quantitative data analysis or market research</li><li>Strong command over MS Excel, SPSS, Python (Pandas/Numpy) </li><li>Excellent analytical thinking, attention to detail, and problem-solving skills</li><li>Familiarity with data visualization tools (e.g., Power BI, Tableau) is a plus</li></ul>Job Type: Full-timePay: Rs65,000.00 - Rs100,000.00 per monthWork Location: In person

Data Analyst – Quantitative Research

Nomura

<div>
 
 
 
 Global Markets - Equity Research - Analyst / Associate
 
 
 
 
 
 
 
 
 Nomura Overview:
 
 
 
 
 
 
 Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By connecting markets East &amp; West, Nomura services the needs of individuals, institutions, corporates and governments through its four business divisions: Retail, Asset Management, Wholesale (Global Markets and Investment Banking), and Merchant Banking. Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com
 
 
 
 
 
 Nomura Services India, (Powai) supports Nomura&rsquo;s businesses around the world. Powai&rsquo; s world class capabilities in trading support, research, information technology, financial control, operations, risk management and legal support have played a key role in facilitating Nomura&rsquo;s global operations and are an integral part of Nomura&rsquo;s global expansion plans. The Powai operation is a critical part of the platform to support the growth of Nomura&rsquo;s global business.
 
 
 
 
 
 
 Division Overview:
 
 
 
 
 
 
 Nomura's Global Markets Division handles client transactions for financial institutions, corporates, governments and investment funds around the world. We act as market makers, trading in fixed income and equity securities, including currencies, interest rates and credit in cash, derivatives and structured products. We have taken market-leading positions across the globe by leveraging the strength of our talent, client relationships and technology.
 
 
 
 
 
 By developing strong relationships with our client base through consistent interaction, independent advice and pre-eminent access to Asia, we have built a powerful global franchise.
 
 
 
 
 
 
 Business Unit Overview:
 
 
 
 
 
 
 Nomura Research is a World-class provider of intellectual capital. Research covers Company Analysis, Quantitative Research, Corporate Access &amp; Equity Strategy. Nomura delivers Independent research through globally aligned sectors and with a narrow but deep, high-quality strategy leveraging dedicated distribution.
 
 
 Powai (Mumbai) Research division is an integral part of the Global Research Division. It consists of Associates covering various markets, who undertake equity research. The Equity Research team is involved in fundamental research of companies as well as equity strategy research spanning geographies across Asia. The team also comprises, Product Management Group, Supervisory Analysts and the Editorial &amp; Production team.
 
 
 In order to further support the business and Nomura&rsquo;s market profile across a broad range of clients, the Asia ex Japan Equity research team is looking to hire an associate to provide Equity Strategy research coverage. The team is looking for an associate who could support the analyst in his work. The team aims to be a top-3 provider of research to the firm&rsquo;s focus accounts which are equally spread between institutional investors and hedge funds in all the main financial centers of the world.
 
 
 
 
 
 
 Position Specifications:
 
 
 
 
 
 
 
 Corporate Title
 
 
 
 Analyst/Associate
 
 
 
 Functional Title
 
 
 
 Analyst/Associate
 
 
 
 Experience
 
 
 
 1 to 3 years
 
 
 
 Qualification
 
 
 
 Degree in Finance/Economics/CA/MBA or Engineering/Statistics/Mathematics from a premier institute. CFA will be an added advantage
 
 
 
 
 
 
 Role &amp; Responsibilities:
 
 
 
 
 
 <ul>
 <li>
 Join as an integral part of Asia ex Japan Equity Strategy research team.
 </li>
 <li>
 The role will involve supporting senior analyst based in Singapore.
 </li>
 <li>
 The successful candidate will be part of a highly-regarded team with a mandate for research on Asia Pacific equity strategy. The team produces regular written reports on a variety of discretionary subjects with a substantial amount of underlying analysis, and the candidate would be expected to contribute to the reports in terms of idea generation and analysis.
 </li>
 <li>
 Work on building financial/quantitative models and strategies for the team, which use company and/or macro-economic data; maintain these databases on a regular basis.
 </li>
 <li>
 Assist in writing full or parts of research reports; Build marketing presentations with the direction of senior analyst.
 </li>
 <li>
 Keep an eye on important regional/global news flow, which could likely have impact on equities in the region.
 </li>
 <li>
 The candidate should be able to work under pressure and amid tight deadlines and be able to respond to requests from internal and external clients (both fundamental and quantitative) in a flexible manner.
 </li>
 <li>
 The role offers the right candidate a potential to develop and grow knowledge of the workings of a financial market.
 </li>
 </ul>
 
 
 
 
 
 Mind Set:
 
 
 
 
 
 
 
 Mandatory
 
 
 <ul>
 <li>
 Ideally some experience in equity/credit/quantitative research experience which demonstrates superior analytical ability; or demonstrated interest in pursuing financial markets research
 </li>
 <li>
 Degree in Finance/Economics/CA/MBA or Engineering/Statistics /Mathematics from a premier institute is mandatory
 </li>
 <li>
 Passion in analyzing financial/stock markets or understanding
 </li>
 <li>
 Tenacity and perseverance to be able to work in fast paced environment
 </li>
 <li>
 Should be able to formulate a problem, undertake the required analysis and interpret the results
 </li>
 <li>
 Be able to think through complex issues and be comfortable dealing, sometimes, with ambiguity in an effort to find solutions
 </li>
 <li>
 Be highly numerate, with exceptional quantitative financial analysis and modelling skills
 </li>
 <li>
 Knowledge of MS Excel, Word, PPT
 </li>
 <li>
 Should be highly comfortable organizing and analyzing large amounts of data to find meaningful conclusions
 </li>
 </ul>
 
 
 
 
 
 Desired
 
 
 <ul>
 <li>
 CFA/CFA candidate/ Master&rsquo;s degree/CA will be preferred
 </li>
 <li>
 Some basic programming/ econometrics skills and background (VBA, R, Python) etc. are preferred. The candidate should be open to spend some of his/her time using programming skills to develop and maintain databases to enhance productivity.
 </li>
 <li>
 Some experience of financial databases such as Bloomberg, Factset, Thomson Reuters/ Eikon is good to have
 </li>
 <li>
 Excellent analytical and communication skills (written and oral) with attention to detail.
 </li>
 <li>
 Basic familiarity with report-writing for a business audience and ability to formulate and articulate views logically
 </li>
 <li>
 Be a good team player
 </li>
 <li>
 A passion for financial markets. The ability to transfer theory to practice, demonstrated through work experience or finance-related projects/ internships/ modules during course work would be an added advantage
 </li>
 <li>
 Have an appetite for top-down research/macro-research to identify investment themes; and passionate about developing knowledge of Global Markets not only limited to equities, but also potentially rates, FX, commodities, etc.
 </li>
 </ul>
 
 
</div>

Global Markets - Equity Research (Strategy) - Analyst / Associate

BtcDana Global

<div>
 
 
 Company Description
 
 
 
 BTC Dana is a leading next-generation financial brokerage firm based in Dubai, dedicated to revolutionizing the investment landscape. We offer a diverse range of over 500 CFD trading instruments, including FX, Cryptocurrencies, Commodities, and Stocks. Our user-friendly FinTech-designed platform and dedicated customer support make trading easy and enjoyable for everyone, ensuring transparency and fund safety.
 
 
 
 
 
 Role Description
 
 
 This is a full-time on-site role for a Quantitative Analyst (Risk), located in Dubai. The Quantitative Analyst will be responsible for developing and implementing quantitative models to analyze market risks, conducting statistical analysis, and supporting the trading platform's risk management strategies. Daily tasks will include data analysis, designing risk metrics, collaborating with various teams to optimize trading strategies.
 
 
 
 
 
 Key Responsibilities:
 
 <ul>
 <li>
 Factor &amp; Indicator Mining: Build risk/behavioural factors from historical data (e.g., markout, VPIN), integrated with risk management.
 </li>
 <li>
 User Segmentation &amp; Profiling: Classification models for retail/professional/arbitrage/HFT clients, with risk grading to drive strategy and routing optimization.
 </li>
 <li>
 PnL Attribution: Daily profit and return attribution (fees, spread, funding, basis, slippage) pipelines and anomaly notifications.
 </li>
 <li>
 Data Pipelines (Historical/Real-time): ETL of orders, trades, positions, and funds; unified definitions of metrics and dimensions.
 </li>
 <li>
 Real-time Risk Control &amp; Alerts: Dashboards (by platform/product/account), risk order detection, anomaly detection, automated risk parameter adjustment, and circuit-breaker recommendations.
 </li>
 </ul>
 
 
 
 
 
 Core Skills:
 
 
 <ul>
 <li>
 Risk Metrics: Exposure, leverage, Greeks, hedge deviation, latency/failure rate, VaR/ES, TCA, risk factor backtesting metrics (IR, Sharpe, Max Drawdown).
 </li>
 <li>
 Machine Learning: Scikit-learn; classification/regression, anomaly &amp; change-point detection, feature engineering, model drift/calibration &amp; monitoring; familiarity with PyTorch/TF.
 </li>
 <li>
 Databases &amp; Tools: SQL/Spark/Hive/ClickHouse, data modeling/partitioning/materialized views, BI tools (FineBI/PowerBI/Tableau).
 </li>
 <li>
 Data Stream Processing: Spark/Flink, Kafka/Redpanda, Airflow/Dagster; data quality frameworks (Great Expectations).
 </li>
 <li>
 Programming: Python/Java, engineering practices (testing, logging, version control).
 </li>
 <li>
 Cloud platform: Google Cloud Platform is preferred
 </li>
 </ul>
 
 
 
 
 
 Preferred Qualifications:
 
 
 <ul>
 <li>
 Bachelor&rsquo;s degree or above in Computer Science, Financial Engineering, Data Science, or related fields.
 </li>
 <li>
 Familiarity with common risk control and anomaly detection algorithms (supervised/unsupervised learning, clustering, time series analysis).
 </li>
 <li>
 Prior experience in financial derivatives, leveraged trading, or FX/CFD risk management preferred.
 </li>
 <li>
 Strong risk awareness, with ability to connect models to business use cases.
 </li>
 <li>
 Strong cross-functional communication skills (collaborating with risk, trading, and development teams).
 </li>
 </ul>
</div>

Quantitative Analyst

QuantaNova Technologies LLP

QuantaNova Technologies LLPRole: Quantitative Researcher Intern&ndash; Full Time, Hybrid (strong preference to on-site)Duration: 3-6 Months (extendable/ convertible to full-time)Location: Golf Course Road, Gurugram, HaryanaQuantaNova Technologies is a new-age quantitative trading firm with a bold vision: to build a world-class, AI-first investment platform, democratizing institutional-grade quantitative investing across global markets&mdash;driven by scientific principles and academic rigor. Founded by graduates from the Massachusetts Institute of Technology (MIT), with extensive experience managing multi-million-dollar portfolios at leading global hedge funds, we are poised to redefine the investing landscape.We are growing our team fast and are seeking passionate Final Year B.Tech/M.Tech students with exceptional fundamentals in mathematics and computational problem solving, eager to gain hands-on experience developing production-grade trading signals and optimization frameworks.Key Responsibilities&middot; 	Contribute to the research, design and implementation of large number of diverse alpha signals on our proprietary backtesting and execution infrastructure&middot; 	Analyse vast amounts of market data and extract market mispricing using core statistical methods&middot; 	Assist in formulation of Machine Learning frameworks critical for strategy optimization&middot; 	Stay up-to-date with the latest research in quantitative finance , ML/AI&middot; 	Write clean, modular, and well-documented code with a strong focus on scalability and performance.Requirements&middot; 	Currently in Final year of B.Tech/M.Tech in Computer Science/Mathematics or a related engineering discipline from Tier-1 engineering institute&middot; 	Strong Python skills with a solid understanding of data structures and algorithms.&middot; 	Exceptional mathematical foundation in linear algebra, statistics, econometrics, probability and signal processing&middot; 	Experience working with large datasets and associated big-data analysis libraries&middot; 	Prior experience with alpha-research through competitions/ projects/ part-time roles/ internships strongly preferred&middot; 	Bonus Skill: olympiads in mathematics/ physics and/or research publications in quantitative disciplineWhat We Offer&middot; 	Be part of a fast-growing team aiming to reshape the financial landscape.&middot; 	Hands-on experience with real-world, end-to-end design of trading signals and strategiesStipend: the minimum base stipend for this role is set at 30,000 per month, with higher offerings to strong candidates. Potential Performance based bonus based on alphas generated. Job Types: Full-time, Internship Contract length: 6 monthsPay: &#8377;30,000.00 - &#8377;40,000.00 per monthWork Location: In person

Quantitative Researcher Intern

OneBullEx

<div>OneBullEx is a crypto futures exchange startup built for speed, reliability, and innovation. Our platform delivers advanced futures trading capabilities powered by AI-driven 300 SPARTANS &mdash; automated, high-precision trading strategies designed to thrive in market chaos.

As The Innovative Market Handler and The Alchemist of Order, OneBullEx is forging structure from the volatility of the crypto markets. Our elite 300 SPARTANS stand at the frontier of algorithmic warfare &mdash; self-evolving strategies engineered to dominate market turbulence.

The market never sleeps &mdash; and neither do we.

Now, we are seeking a master strategist &mdash; a Quantitative Researcher &mdash; to join our ranks and lead the charge in building the next generation of data-driven trading intelligence.

Your Mission
<ul>
<li>We are looking for a Quantitative Researcher to explore the uncharted territories of global financial markets in search of Alpha.</li>
<li>This is where your ideas become code, and your code becomes profit.</li>
<li>You will collaborate with top-tier engineers, data scientists, and researchers to design, backtest, and deploy scalable, profitable trading systems.</li>
<li>Your genius will help us find order in chaos &mdash; uncovering signals hidden in oceans of data to fuel our relentless pursuit of performance.</li>
</ul>
What You Will Do (Your Arsenal of Impact) 
<ul>
<li>Create &amp; Destroy: Design, code, and backtest strategies that challenge the status quo &mdash; destroy the weak, refine the strong.</li>
<li>Teach the Machine: Apply cutting-edge machine learning and deep learning to extract alpha and build autonomous, evolving trading intelligence.</li>
<li>Play with Data: Dive into massive datasets, visualise unseen patterns, and turn raw chaos into structured opportunity.</li>
<li>Level Up: Continuously monitor, refine, and evolve strategies to maintain dominance in dynamic markets.</li>
<li>Collaborate &amp; Conquer: Partner with the AI Engine Development team to push the boundaries of trading research and infrastructure.</li>
</ul>
We are Looking for Someone Who
<ul>
<li>Has 3+ years of proven experience in prop trading, systematic trading, or quantitative strategy research (crypto, futures, or FX).</li>
<li>Holds a Master's degree or PhD in Computer Science, Financial Engineering, Applied Mathematics, Physics, or Economics &mdash; or equivalent real-world expertise.</li>
<li>Is obsessed with machine learning, deep learning, or reinforcement learning, and has a track record of applying them to live markets.</li>
<li>Writes code that thinks &mdash; fluent in Python, C++, Rust, or another high-performance language.</li>
<li>Possesses sharp analytical instincts and a relentless drive to uncover hidden truths in data.</li>
<li>Communicates clearly and effectively in English &mdash; because clarity is power.</li>
</ul>
This Role Is for You If
<ul>
<li>You are driven by curiosity and never stop asking &quot;Why?&quot;.</li>
<li>You thrive in the unknown, building answers where none exist.</li>
<li>You believe in team synergy over ego &mdash; and understand that genius scales through collaboration.</li>
<li>You live for the thrill of seeing your ideas move real markets.</li>
</ul>
What We Offer
<ul>
<li>Limitless Growth: Industry-leading compensation directly tied to your performance. No ceiling, only sky.</li>
<li>Total Freedom: A research-first environment &mdash; no bureaucracy, just results.</li>
<li>Elite Tools: Access to state-of-the-art infrastructure and data resources to turn your vision into reality.</li>
<li>A-Team Energy: Collaborate with world-class quants, engineers, and innovators who will challenge and elevate you.</li></ul></div>

Quantitative Researcher

AllianceBernstein

<div></div><div><div>Company Description:</div><div><div><div><div><div>
As a leading global investment management firm, AB fosters diverse perspectives and embraces innovation to help our clients navigate the uncertainty of capital markets. Through high-quality research and diversified investment services, we serve institutions, individuals and private wealth clients in major markets worldwide. Our ambition is simple: to be our clients&rsquo; most valued asset-management partner.</div><div>
With over 4,400 employees across 51 locations in 25 countries, our people are our advantage. We foster a culture of intellectual curiosity and collaboration to create an environment where everyone can thrive and do their best work. Whether you're producing thought-provoking research, identifying compelling investment opportunities, infusing new technologies into our business or providing thoughtful advice to clients, we&rsquo;re looking for unique voices to help lead us forward. If you&rsquo;re ready to challenge your limits and build your future, join us.</div></div></div></div></div><div></div><div>
Job Description:</div><div> 
Responsibilities:</div><ul><li>
Collaborate with the Multi-Asset Portfolio Solutions Technology team to ensure data quality controls for quantitative research.</li><li>
Innovate and implement alternative methods for data transformation and cleansing for various data sources.</li><li>
Correlate data, identify exceptions, and construct refined datasets for research and investment processes.</li><li>
Develop and enhance quantitative data quality frameworks using statistical techniques.</li><li>
Develop python solutions to analyze the correlation between model inputs and outputs in order to measure the quality of its signals.</li><li>
Create and optimize SQL queries, including performance tuning.</li><li>
Develop new test cases to perform quality control based on various investment and risk parameters, enhancing the robustness of existing frameworks.</li></ul><div></div><div>
Skills and Capabilities:</div><ul><li>
Strong understanding of Security Reference Data, Market Data, and Market Risk measures.</li><li>
A grasp of Financial Theory, portfolio management concepts, and various financial instruments.</li><li>
Proficiency in statistics.</li><li>
Excellent development skills in Python and SQL.</li><li>
Hands-on experience with Bloomberg.</li><li>
Strong communication skills, with the ability to articulate business problem statements and developed solutions.</li><li>
Exceptional problem-solving skills and attention to detail.</li><li>
Demonstrated ability and willingness to quickly learn new technologies and platforms.</li><li>
Proactive attitude with the ability to take initiative with minimal supervision.</li></ul><div></div><div>
Location: Pune</div><div></div><div>
Experience:</div><ul><li>
2 to 5 years of development experience with Python and SQL</li><li>
Experience in investment management / asset &amp; wealth management / trading domain is preferred</li><li>
Any experience working with fintech platforms like MSCI, Aladdin, SunGard, SimCorp etc. is appreciated</li></ul><div></div><div>
Qualification:</div><ul><li>
Bachelor&rsquo;s or master&rsquo;s degree in quantitative discipline like Engineering. Science, Statistics / Mathematics, Econometrics etc.</li><li>
Any progress towards CFA / FRM / CQF is preferred</li></ul><div></div>
Pune, India</div>

AO/Sr. Quant Analyst

Commure

<div>At Commure, our mission is to simplify healthcare. We have bold ambitions to reimagine the healthcare experience, setting a new standard for how care is delivered and experienced across the industry. Our growing suite of AI solutions spans ambient AI clinical documentation, provider copilots, autonomous coding, revenue cycle management and more &mdash; all designed for providers &amp; administrators to focus on what matters most: providing care.
Healthcare is a $4.5 trillion industry with more than $500 billion spent annually on administrative costs, and Commure is at the heart of transforming it. We power over 500,000 clinicians across hundreds of care sites nationwide &ndash; more than $10 billion flows through our systems and we support over 100 million patient interactions. With new product launches on the horizon, expansion into additional care segments, and a bold vision to tackle healthcare's most pressing challenges, our ambition is to move from upstart innovator to the industry standard over the next few years.
Commure was recently named to Fortune&rsquo;s Future 50 list for 2025 and is backed by world-class investors including General Catalyst, Sequoia, Y Combinator, Lux, Human Capital, 8VC, Greenoaks Capital, Elad Gil, and more. Commure has achieved over 300% year-over-year growth for the past two years and this is only the beginning. Healthcare's moment for AI-powered transformation is here, and we're building the technology to power it. Come join us in shaping the future of healthcare.<h2 class="jobSectionHeader">
About the Role</h2>
We are seeking a Data Operations Analyst who will work at the intersection of QBR technical support and Revenue Cycle Management (RCM) data analysis. This role requires a strong mix of technical expertise (SQL, Excel, data validation), critical thinking, and attention to detail. The Analyst will be responsible for creating and enhancing QBR decks, running custom analyses, and ensuring high-quality data accuracy within patient verification and benefits processes.
The ideal candidate will bring strong analytical skills, a problem-solving mindset, and the ability to deliver error-free, business-critical outputs for internal teams and clients.<h2 class="jobSectionHeader">
What You&rsquo;ll Do</h2><ul><li>
Deck Creation &amp; Automation:<ul><li>
Run daily deck automations to generate reports (10&ndash;15%).</li><li>
Own direct connect decks end-to-end: ensure 100% QA, escalate concerning metrics, and transition high-revenue decks to AMs (10&ndash;15%).</li><li>
Work on custom and strategic QBR decks (30&ndash;40%), including adding tailored slides, insights, and SQL/Excel analysis that elevate reporting beyond standard decks.</li></ul></li><li>
Custom Analysis &amp; Data QA
</li><li>Client-Facing Custom Analysis: Support ad hoc requests from clients, including detailed SQL and Excel-based analysis, and develop custom Retool dashboards where applicable.</li><li>
Data Verification: Validate that revenue transaction reports are accurately ingested from EHR systems and reconcile data discrepancies.</li><li>
Quality Assurance Testing: Develop and execute test plans for data ingestion, identify discrepancies, and document QA results.</li><li>
Mathematical/Financial Analysis: Apply quantitative reasoning to validate numerical accuracy in reports and ensure data integrity.</li><li>
Process Improvement: Collaborate with engineering and operations teams to streamline QA processes, data workflows, and reporting accuracy.</li><li>
Documentation &amp; Reporting: Maintain records of QA activities, mappings, and findings, and present reports to stakeholders.</li><li>
Compliance: Ensure all data handling complies with HIPAA and other regulatory requirements.</li></ul><h2 class="jobSectionHeader">
What You Have</h2><ul><li>
Bachelor&rsquo;s degree in Information Systems, Computer Science, Mathematics, Healthcare Informatics, or related field.</li><li>
Minimum 1 year of experience in data analysis, quality assurance, or technical reporting (healthcare/RCM preferred).</li><li>
Strong technical ability: Proficiency in SQL and Excel (including pivot tables, VLOOKUP, macros, and data analysis).</li><li>
Ability to perform quantitative reasoning to review metrics logically and identify inconsistencies.</li><li>
High attention to detail &ndash; able to spot even the smallest errors before work is released.</li><li>
Strong communication skills to relay insights, raise concerns, and collaborate across teams.</li><li>
Familiarity with healthcare revenue cycle and financial reporting (preferred).</li><li>
Experience with data visualisation tools (Tableau, Power BI) is a plus.</li><li>
Growth mindset &ndash; ability to become semi-self-sufficient within 2&ndash;3 months.</li><li>
Willingness to work in India Night Shifts (US Day shift &ndash; EST to PST).</li></ul>
Commure is committed to creating and fostering a diverse team. We are open to all backgrounds and levels of experience, and believe that great people can always find a place. We are committed to providing reasonable accommodations to all applicants throughout the application process. 
Please be aware that all official communication from us will come exclusively from email addresses ending in @getathelas.com, @commure.com or @augmedix.com. Any emails from other domains are not affiliated with our organization. 
Employees will act in accordance with the organization&rsquo;s information security policies, to include but not limited to protecting assets from unauthorized access, disclosure, modification, destruction or interference nor execute particular security processes or activities. Employees will report to the information security office any confirmed or potential events or other risks to the organization. Employees will be required to attest to these requirements upon hire and on an annual basis.</div>

Data Operation Analyst, QBR (India)

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