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Morningstar

Quantitative Analyst

Sorry, this job was removed at 02:17 p.m. (IST) on Friday, Mar 06, 2026
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Hybrid
Navi Mumbai, Thane, Maharashtra
Hybrid
Navi Mumbai, Thane, Maharashtra

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The Group: Morningstar's Quantitative Research Group creates 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 within a large breadth 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: Morningstar is seeking a Quantitative Research where you will execute proprietary research pertaining to building data intensive products for investment management industry. Most of the research is integrated to Morningstar's core products (Direct, Advisor Workstation etc.) and teams as Morningstar Investment Management, Morningstar Indexes, Morning Credit Ratings, Pitchbook etc.
The ideal candidate will demonstrate Quant research skills in Investment Management space not limited to diverse asset classes, portfolio construction, credit ratings etc. alongside Quant Modeling skills such as statistics, Machine Learning, numerical optimization & software engineering skillset within Fintech eco space. This position reports to the Manager of Quantitative Research.
Responsibilities:
  • Participate in building next generation of Portfolio Construction Tool not limited to creating strategies, Portfolio Optimization, back testing, re-balancing and re-constitution.
  • 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.
  • Lead multiple research initiatives across asset classes assisting a team of Quant researchers
  • Support methodology development, Quant Model builds & enhancements for core Quant products as Risk Model, Investor Pulse, Quant Ratings, Portfolio Construction, Ownership Lens, Equity Comps etc.
  • Leverage news structured and unstructured datasets to build new Quant frameworks that would help investors in informed decision making.
  • Assisting development of Analytics-based solutions, taking ownership of the design and development of solutions to scale information ingestion, storage, computation (training/inference), validation.
  • Participate in client conversations for understanding ongoing investor issues, alongside increasing reach of Morningstar Quant offerings.

Requirements:
  • 1 to 3 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.
  • Understanding of both business and technical requirements, and the ability to serve as a conduit between product, research, technology, and external clients.
  • Experience developing Financial Engineering/ Statistical applications on cloud (AWS) preferable but not mandatory

Morningstar is an equal opportunity employer.
Morningstar's hybrid work environment gives you the opportunity to collaborate in-person each week as we've found that we're at our best when we're purposely together on a regular basis. In most of our locations, our hybrid work model is four days in-office 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.
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Morningstar Navi Mumbai, Maharashtra, IND Office

14th Floor, Platinum Techno Park, Pranavanandji Marg, Sector 30, Vashi, Navi Mumbai, Maharashtra, India, 400703

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