Morningstar New Hiring – Associate Quantitative Analyst Role
Morningstar New Hiring: An outstanding new opportunity exists for a detail-oriented analytical individual to join our Indexes New Product Development Team as an Associate Quantitative Analyst. This role will contribute to the entire product development life cycle from concept, design, validation data sets and research collaboration through implementation. The role is to build greenfield innovative Benchmark Indexes across asset classes, e.g. Equity and Fixed Income, in partnership with a range of external clients and asset managers.
The role will require strong analytics, statistical modelling and programming skills (Python or R) as well as hands-on experience with SQL. It is an exciting role for someone with a passion for quantitative research, index generation and financial market analysis.
Key Responsibilities
- Complexity: Moderate. Work with the development team to design and deliver the next generation of Benchmark Indexes in Equity and Fixed Income asset classes.
- Perform in-depth data validation, curation and analysis on large datasets from which benchmark indices are based.
- Support model development by way of sound theoretical knowledge of quantitative principles and data-driven insights.
- Work closely with research teams worldwide (equities, quant, sustainability and product) to implement innovative index strategies.
- You’ll contribute through all stages of product development, from ideation through design, implementation and launch.
- Operationalise research methods by partnering with other index teams and products.
- Develop technical documentation and presentations as well as detailed reports for internal and external use.
- Maintain data integrity, quality control and the scalability of index methodologies during development.
Qualifications and Skills Required
- Mathematics, Statistics, Engineering or other quantitative field with a Bachelor’s degree.
- Demonstrable programming experience with at least one language, like Python or R.
- Solid understanding of database systems such as PostgreSQL, SQL Server, etc., and stored procedures with the ability to work with large/complex datasets.
- Familiarity with mainstream financial and investment concepts such as modern portfolio theory, financial ratios and asset allocation principles (desirable but not essential).
- Strong written and oral communication skills; capable of breaking down complex analytical topics.
- Attention to detail and accuracy in data collection and analysis.
- Excellent documentation skills and a strong ability to articulate findings in a clear professional manner.
- Proactive and analytical critical thinker with a strong interest in quantitative research and data analysis.
- CFA (Chartered Financial Analyst) candidacy strongly preferred.
Desired Competencies
- Ability to work on several analytic projects simultaneously with accuracy and quality.
- Team-oriented with a willingness to engage research, data operations and product teams.
- Strong technical and business problem-solving skills to find the best solutions in the shortest time.
- Passion for financial markets, investment research & index constructions.
- Ability to work in a fast-paced environment with changing research goals and technical needs.
Application Information
Candidates who would like to be considered for this research-driven quant role should apply at the company’s career page with job ID REQ-053563. Applicants should submit an updated resume which outlines academic/major, programming experience and experience with either financial or quantitative research.
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