• Support methodology development, Quant Model builds enhancements for core Quant products as Risk Model, Asset Flows Forecast, Quant Ratings, Portfolio Construction, etc.
• Drive independent research, publish research papers in asset allocation analysis, portfolio optimization, risk model, ESG, fund flows etc. using principles of modern portfolio theory, statistics.
• Leverage new structured and unstructured datasets to build new Quant frameworks that would help investors in informed decision making.
• Participate in client conversations for understanding ongoing investor issues, alongside increasing reach of Morningstar Quant offerings.

Requirements :

• 3 to 6 years of investment/quant research experience with emphasis on quant finance, mutual fund analysis, asset allocation, and/or portfolio construction.
• CFA, FRM, CQF or postgraduate degree in finance, economics, mathematics, statistics is preferable.
• Good experience in developing Finance/ Statistics based applications, using proven technologies such as R, Python, PySpark 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 cloud (AWS)