Lead Quantitative Analyst
Morningstar
- Mumbai, Maharashtra
- Permanent
- Full-time
We are looking for an individual who possesses strong Econometric knowledge coupled with technical skills and leverage them to build efficient model verification frameworks for evolving FinTech solutions. Alongside the person should have a passion for investment research. This position reports to the Director of Technology, Quantitative Research of the Quantitative Research team.Responsibilities:Performing independent model validation and review of all Quant models (Risk Models, Morningstar Equity/Fund Ratings) and back-end data points.E2E verification (data, models) for a variety of analytics and machine learning/AI projects.Checking stability, conceptual soundness, model assumptions, mathematical, statistical logic, etc.Liaise between business, technical and modeling teams, senior management, and governance committees to build efficient model verification frameworks.Develop codes in Python, SQL or similar languages and interface with Morningstar's big databases to support model validation. Automate process to reduce human intervention.Build rich dashboard to support Quality Checks(interactive/automated/visual) that improve the interpretability of predictive models and underlying data.Supporting model runs in model development process, research new methodologies.Guide and build the framework for Model validation, Back Testing, Stress Testing and model Governance for each model that are developed.Manage the testing design and execution, interpreting and presenting the results.Requirements:4 - 10 years' experience in analyzing/ building financial models preferably in a FinTech environment.Hold a Masters degree in a quantitative field, e.g. Mathematics, Physics, Engineering, Finance,Deep knowledge in Quantitative methods / econometrics/ statistics andStrong in Regression analysis, Time series Analysis, optimization.Knowledge of Risk Models and Optimization algorithms.Good working knowledge of Python and SQL.Good to have: Machine learning, Exploratory data analysis, skills in Python.Knowledge of AWS, Tableau and ML/ DL algorithms is a plus.Morningstar is an equal opportunity employer.I10_MstarIndiaPvtLtd Morningstar India Private Ltd. (Delhi) Legal EntityMorningstar’s hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. We’ve found that we’re at our best when we’re 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, you’ll have tools and resources to engage meaningfully with your global colleagues.