Lead Quantitative Analyst
Lead Quantitative Analyst
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Job Description
Role:Lead Quantitative Analyst Quantitative Research
The Group:Morningstars Quantitative Research Group is an integral part of the Data & Analytics Team with the aim of creating independent investment research and data-driven analytics designed to help investors and Morningstar achieve better outcomes by making better decisions. We utilize statistical rigor and large data sets to inform the methodologies we develop. Our research encompasses hundreds of thousands of securities across a broad range of asset classes including equities fixed income structured credit and funds. Morningstar is one of the largest independent sources of fund equity and credit data and research in the world and our advocacy for investors interests is the foundation of our company.
The Role:As a Lead Quantitative Analyst you will work in the Calc Services and Portfolio Analytics Group which is part of the Data & Analytics team dedicated to researching data-intensive products for the investment management industry. Most of the research is integrated into Morningstars core products (Direct Advisor Workstation etc.) and teams such as Morningstar Investment Management Morningstar Indexes Morningstar Credit Ratings Pitchbook Sustainalytics etc.
The ideal candidate will blend financial knowledge investment and portfolio construction expertise quantitative modeling skills and operational know-how. This position reports to the Manager of Quantitative Research.
Responsibilities:
- Support methodology development quantitative model builds and enhancements for core quantitative products and calculations such as Risk Model Asset Flows Forecast Quant Ratings Equity Style Box Portfolio Construction etc.
- The ability to independently lead projects with limited hand-holding by taking ownership of key projects.
- Drive independent research and publish research papers in asset allocation analysis portfolio optimization risk models ESG fund flows etc. using principles of modern portfolio theory and statistics.
- Leverage new structured and unstructured datasets to build new quantitative frameworks that will help investors make informed decisions.
- Highly organized and efficient with the ability to multi-task and meet tight deadlines.
- Ensure compliance with regulatory and company policies and procedures.
- Participate in client conversations to understand ongoing investor issues while increasing the reach of Morningstars quantitative offerings.
Requirements:
- 5 years of relevant investment/quantitative research experience with an emphasis on quantitative finance mutual fund analysis asset allocation and/or portfolio construction.
- CFA FRM CQF or postgraduate degrees in finance economics mathematics or statistics are preferable.
- Good experience in developing finance/statistics-based applications using proven technologies such as R Python PySpark and comfort in using Jupyter Notebooks.
- Understanding of both business and technical requirements and the ability to serve as a conduit between product research technology and external clients.
- Knowledge of statistical models (e.g. regression forecasting optimization Monte Carlo simulations etc.).
- Experience developing financial engineering/statistical applications on the cloud (AWS).
Morningstar is an equal opportunity employer
Morningstars hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. Weve found that were at our best when were purposely together on a regular basis at least three days each week. A range of other benefits are also available to enhance flexibility as needs change. No matter where you are youll have tools and resources to engage meaningfully with your global colleagues.
I10MstarIndiaPvtLtd Morningstar India Private Ltd. (Delhi) Legal EntityRequired Experience:
IC
Employment Type
Full-Time
